The development of clinical imaging techniques significantly improves diagnostic accuracy and provides guidance for personalized treatment of individuals. However, every single imaging modality has its distinct drawbacks that cannot fully fulfil the diagnosis requirement. Thus, rational combination of different imaging modalities can achieve more comprehensive information of disease and in this way provide better personalized treatment strategy. The hybrid PET/MRI has drawn increasing attention since its first clinical application. Imaging probes play an essential role in achieving qualified figures with accurate information of diseases. The application of nanotechnology promotes the development of versatile molecular probes for PET/MRI technique. Though there is an emerging clinical requirement, only a small number of multimodal PET/MRI probes have been investigated in preclinical research. Thus, this review tries to thoroughly summarize the nano-sized PET/MRI probes on their design, preparation and biological application. By discussing the strength and limitations of these current available PET/MRI multimodal probes, this work aims to figure out the further research direction and promote the possible clinic translation of the novel PET/MRI probes.