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We present a process for batch fabrication of a novel scanning microscopy probe for thermal and magnetic imaging using standard micromachining and conventional optical contact lithography. The probe features an AFM-type cantilever with a sharp pyramidal tip composed of four freestanding silicon nitride nanowires coated by conductive material. The nanowires form an electrical cross junction at the apex of the tip, addressable through the electrodes integrated on the cantilever. The cross junction on the tip apex can be utilized to produce heat and detect local temperature changes or to serve as a miniaturized Hall magnetometer enabling, in principle, thermal and magnetic imaging by scanning the probe tip over a surface. We have successfully fabricated a first probe prototype with a nanowire tip composed of 140 nm thick and 11 Â¿m long silicon nitride wires metallized by 6 nm titan and 30 nm gold layers. We have experimentally characterized electrical and thermal properties of the probe demonstrating its proper functioning.