Sensor probes with anti-icing and methods for manufacturing such sensor probes are disclosed. An exemplary sensor probe comprises a probe sensor, a probe body housing the probe sensor and an anti-icing device. The anti-icing device is bonded to and covers at least part of the probe body for preventing ice from forming on the probe body. The anti-icing device comprises a heating element thermally insulated from the probe body by a thermal insulator and a hydrophobic coating covering the heating element and defining an outer surface for exposure to an airflow. The heating element may be deposited using a direct write process.