To address the problem that the stiffness of the probe support mechanism cannot be changed during the measurement process using a traditional micro-nano measuring device, a micro-nano probe with variable stiffness was designed based on the constraint support of the suspension wire. A piezoelectric device was employed to drive the compliant guide mechanism, which produces a displacement. Thus, the axial tension of the suspension wire changed. Based on the principle of stress stiffening, the transverse stiffness of the suspension wire was changed, and the overall stiffness of the probe support mechanism was varied to obtain a novel micro-nano probe with variable stiffness performance. Depending on the stiffness variation of the probe support mechanism during the measurement process, the theoretical model of the Z-direction and the transverse stiffness of the micro-nano probe were established in the rigid and flexible modes, respectively. Based on the finite element simulation and the established theoretical stiffness model, the curve of the stiffness change of the probe versus the terminal force applied on the suspension wire was obtained. Comparing the simulated and theoretical values of the probe stiffness, the average relative errors of the Z-direction and transverse stiffness of the probe were observed to be 2.41% and 4.72%, respectively. This indicates that the theoretical model had high accuracy. The research results laid a preliminary theoretical foundation for variable stiffness control of this type of probe.