Existing methods for studying neural circuits and treating neurological disorders are typically based on physical and chemical cues to manipulate and record neural activities. These approaches often involve predefined, rigid, and unchangeable signal patterns, which cannot be adjusted in real time according to the patient's condition or neural activities. With the continuous development of neural interfaces, conducting in vivo research on adaptive and modifiable treatments for neurological diseases and neural circuits is now possible. In this review, current and potential integration of various modalities to achieve precise, closed-loop modulation, and sensing in neural systems are summarized. Advanced materials, devices, or systems that generate or detect electrical, magnetic, optical, acoustic, or chemical signals are highlighted and utilized to interact with neural cells, tissues, and networks for closed-loop interrogation. Further, the significance of developing closed-loop techniques for diagnostics and treatment of neurological disorders such as epilepsy, depression, rehabilitation of spinal cord injury patients, and exploration of brain neural circuit functionality is elaborated.