This paper reports a novel flexible neural probe fabricated by cylindrical substrates lithography for Brain-Computer-Interface (BCI) applications. The electrode sites were patterned on the cylindrical surface to acquire high space selectivity and the micro channel was integrated to deliver drags or optical stimulation. The electrode sites of the probe were further modified with graphene enhanced conductive polymer composite to improve the interface performance for neural electrical recording and stimulation. The results show the composite coated probe has extreme high charge storage capacity (CSC), low impedance and good stability, which will become a promising BCI device.