According to the invention, there is provided a wafer holding member for use in a wafer prober for inspecting a semiconductor wafer, including a chuck top and a supporting member for supporting the chuck top, wherein the supporting member has a bottom portion facing to the chuck top, a cavity portion is formed between the chuck top and the bottom portion of the supporting member, and there is provided, in the cavity portion, at least a portion of a cooling mechanism for cooling at least one of the chuck top and the supporting member. Further, there is provided a wafer prober using the wafer holding member.