We demonstrate the procedure of scanning probe microscopy (SPM) conductive probe fabrication with a single multi-walled carbon nanotube (MWNT) on a silicon cantilever pyramid. The nanotube bundle reliably attached to the metal-covered pyramid is formed using dielectrophoresis technique from the MWNT suspension. It is shown that the dimpled aluminum sample can be used both for shortening/modification of the nanotube bundle by applying pulse voltage between the probe and the sample and for controlling the probe shape via atomic force microscopy imaging the sample. Carbon nanotube attached to cantilever covered with noble metal is suitable for SPM imaging in such modulation regimes as capacitance contrast microscopy, Kelvin probe microscopy, and scanning gate microscopy. The majority of such probes are conductive with conductivity not degrading within hours of SPM imaging.