A method of making a micro-dialysis probe (6) by providing a first flow channel (4), a second flow channel (5) and a separating wall (3) arranged in such a manner that it separates the first flow channel (4) and the second flow channel (5). The method further comprises providing at least one opening (7) in an outer wall (2) of the first (4) or second (5) flow channel, and arranging a semi-permeable membrane tube (8) therein. Finally, the method comprises removing material from the separating wall (3), thereby providing a communication opening (9) providing fluid communication between the first flow channel (4) and the second flow channel (5). The method is very easy to perform, and it is suitable for mass production. The invention further relates to a micro-dialysis probe (6).