Optogenetics is a powerful neuromodulation strategy that features temporal precision, cell-type specificity, and bi-directionality (i.e. the capability to excite and inhibit the same neurons via different colors of light). Limited by feasible integration methods, neural probes integrated with arrays of dual-color light sources remain underdeveloped, hindering bidirectional optogenetic control of brain activity with high spatial resolutions. Here we report, based on heterogeneously stacked III-V films, the first silicon neural probe monolithically integrated with 20-μm pitched dual-color micro-LED arrays, which enabled depth-dependent bi-directional in vivo optogenetic electrophysiology for the first time.