Heterogeneously integrated and miniaturized neural sensing microsystems are crucial for brain function investigation. In this paper, a 2.5D heterogeneously integrated bio-sensing microsystem with mu-probes and embedded through-silicon-via (TSVs) is presented for high-density neural sensing applications. This microsystem is composed of mu-probes with embedded TSVs, 4 dies and a silicon interposer. For capturing 16-channel neural signals, a 24 x 24 mu-probe array with embedded TSVs is fabricated on a 5 x 5 mm2 chip and bonded on the back side of the interposer. Thus, each channel contains 6 x 6 mu-probes with embedded TSVs. Additionally, the 4 dies are bonded on the front side of the interposer and designed for biopotential acquisition, feature extraction and classification via low-power analog front-end (AFE) circuits, area-power-efficient analog-to-digital converters (ADCs), configurable discrete wavelet transforms (DWTs), filters, and a MCU. An on-interposer bus (mu-SPI) is designed for transferring data on the interposer. Finally, the successful in-vivo test demonstrated the proposed 2.5D heterogeneously integrated bio-sensing microsystem. The overall power of this microsystem is only 676.3 mu W for 16-channel neural sensing.