We demonstrate a special four-probe scanning tunnelling microscope (STM) system in ultrahigh vacuum (UHV),which can provide coarse positioning for every probe independently with the help of scanning electron microscope (SEM)and fine positioning down to nanometre using the STM technology. The system allows conductivity measurement by means of a four-point probe method, which can draw out more accurate electron transport characteristics in nanostructures, and provides easy manipulation of low dimension materials. All measurements can be performed in variable temperature (from 30K to 500K), magnetic field (from 0 to 0.1T), and different gas environments. Simultaneously, the cathodoluminescence (CL) spectrum can be achieved through an optical subsystem. Test measurements using some nanowire samples show that this system is a powerful tool in exploring electron transport characteristics and spectra in nanoscale physics.