A method of making a cantilever MEMS probe module includes the steps of forming a cantilever MEMS probe on a first surface of a circuit substrate by a MEMS fabrication process in a way that the cantilever MEMS probe has a support post electrically and mechanically connected with an electric contact of the first surface, a cantilever arm connected with the support post, and a needle connected with the cantilever arm, and forming a through hole penetrating through the first surface and a second surface opposite to the first surface of the circuit substrate and corresponding in position to the needle and a part of the cantilever arm by using a cutting tool to cut the circuit substrate from the second surface toward the first surface of the circuit substrate. A probe module made by the method is disclosed too.