A low-temperature ultra-high vacuum scanning probe microscopy (SPM) system with molecular beam epitaxy (MBE) capability and optical access was conceived, built, and tested in our lab. The design of the whole system is discussed here, with special emphasis on some critical parts. The SPM scanner head takes a modified Pan-type design with improved rigidity and compatible configuration to optical access and can accommodate both scanning tunneling microscope (STM) tips and tuning-fork based qPlus sensors. In the system, the scanner head is enclosed by a double-layer cold room under a bath type cryostat. Two piezo-actuated focus-lens stages are mounted on both sides of the cold room to couple light in and out. The optical design ensures the system's forward compatibility to the development of photo-assisted STM techniques. To test the system's performance, we conducted STM and spectroscopy studies. The herringbone reconstruction and atomic structure of an Au(111) surface were clearly resolved. The dI/dV spectra of an Au(111) surface were obtained at 5 K. In addition, a periodic 2D tellurium (Te) structure was grown on the Au(111) surface using MBE and the atomic structure is clearly resolved by using STM.