A Parylene C neural probe with a three dimensional sheath structure was designed, fabricated, and characterized. Multiple platinum (Pt) electrodes for recording neural signals were fabricated on both inner and outer surfaces of the sheath structure. Thermoforming of Parylene was used to create the three dimensional sheath structures from flat surface micromachined microchannels using solid microwires as molds. Benchtop electrochemical characterization was performed on the thin film Pt electrodes using cyclic voltammetry and electrochemical impedance spectroscopy and showed that electrodes possessed low impedances suitable for neuronal recordings. A procedure for implantation of the neural probe was developed and successfully demonstrated in vitro into an agarose brain tissue model. The electrode-lined sheath will be decorated with eluting neurotrophic factors to promote in vivo neural tissue ingrowth post-implantation. These features will enhance tissue integration and improve recording quality towards realizing reliable chronic neural interfaces.