The present invention provides a probe for a scanning magnetic force microscope having a resolution sufficient to allow observation of a magnetic storage medium with 1200 kFCI or higher recording densities, a method for producing the probe, and a method for forming a ferromagnetic alloy film on a carbon nanotube. In the context of the present invention, the probe for a scanning magnetic force microscope comprises a carbon nanotube whose surface is at least in part coated with a ferromagnetic alloy film consisting of any one of a Co—Fe alloy and a Co—Ni alloy, wherein the arithmetic mean roughness (Ra 10 μm) of the surface of the ferromagnetic alloy film is controlled to 1.15 nm or less. A method for producing such probes for a scanning magnetic force microscope and a method for forming such a ferromagnetic alloy film on a carbon nanotube, so as to achieve such mean surface roughness by controlling the growth rate of the ferromagnetic alloy film within the range of 1.0 to 2.5 nm/min, is also disclosed.