We propose a novel experimental probe for cold atomic gases analogous to the scanning tunnelling microscope (STM) in condensed matter. This probe uses the coherent coupling of a single particle to the system. Depending on the measurement sequence, our probe allows to either obtain the \emph{local} density, with a resolution on the nanometer scale, or the single particle correlation function in real time. We discuss applications of this scheme to the various possible phases for a two dimensional Hubbard system of fermions in an optical lattice.