It is experimentally demonstrated that a wall probe may be a useful instrument for measurement of electron energy spectrum (EES) and the plasma-boundary interaction in a micro-plasma with a nonlocal electron distribution function at atmospheric pressure. The measurements of the EES have been conducted in the plasma of several micro-hollow cathode discharges of differing sizes. The discharges with a flow of Helium gas were exposed to air. Typical results of measurements demonstrate signature of energetic electrons arising due to plasma-chemical reactions. It is experimentally shown that wall probe potential is associated with energetic electrons rather than the ambient electron kinetic energy. The devices may be applicable for developing analytical sensors for extreme environments, including high radiation and high temperatures.