A neuromodulation probe includes a body and at least one coil set. The body has a first axis and a length along the first axis. The at least one coil set includes at least one coil, and the at least one coil is formed by winding spirally a conductive wire plural times about a second axis inside the body or on an outer surface of the body. The second axis is parallel to the first axis. The at least one coil has two opposite wire ends for providing an electric current to flow in or out of the at least one coil.