Providing sensory feedback for myoelectric prosthetic users can not only increase the manipulation ability but can also introduce a feeling of embodiment. Previous research has demonstrated the feasibility of providing mechanotactile or vibrotactile feedback on the remaining stumps of amputees. To improve the recognition rate and reduce mental work load when identifying stimulation patterns, we propose a multi-modal sensory feedback system for upper limb amputees. The system consists of five tactile sensors, Bluetooth wireless communication modules, and a custom-designed multi-modal stimulation array incorporating vibrotactile and mechanotactile stimulation modalities. Three amputees (two with phantom map and one without phantom map) tested the system in localization and stimulation intensity identification tasks. Experimental results show the effectiveness of the multi-modal stimulation compared with single modal stimulation. To the best of our knowledge, this is the first attempt to combine vibrotactile and mechanotactile stimulation in a sensory feedback system for upper limb amputees.