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This paper reports on the development of a diamond multi-probe for ultra-high-density ferroelectric data storage based on scanning nonlinear dielectric microscopy (SNDM), which is a technique for determining polarized directions in ferroelectric domains by measuring a nonlinear dielectric constant with a inductance-capacitance resonator. SNDM has a capability of both reading and writing nano-sized polarized ferroelectric domain information at a high speed, since the SNDM technique is a purely electrical method. Boron-doped diamond synthesized by hot-filament chemical vapor deposition is chosen as a conductive and robust probe material. Probes are fabricated by using a silicon lost mold technique and selective growth method. We present the fabrication of the diamond multi-probe and data storage experiments using a ferroelectric LiTaO3 thin film. It is demonstrated that boron-doped diamond probe can be used for data storage based on SNDM.