According to the requirements of resolution of nanometrology, a confocal Fabry-Pérot (F-P) interference microscopy probe is designed. The laser source is directly conveyed into the system by the single polarization-maintaining fiber, and passes through F-P cavity. In order to reduce the optical common mood noise, the differential optical path is designed. Through the establishment of model, the physics characters of the system are analyzed. The best reflectivity of the reflection plate can be obtained and how the confocal impacting the interference process can be found. The experiment results show that the system can get interference fringes with high-contrast and high signal to noise ratio when the reflectivity of the reflection plate is 40%. Pinhole aperture is favorable for finding the focus of the measure lens and reduces the noise of stray light. The axial resolution of the system can reach up to 0.2 nm.