In this paper we present a simple and efficient robust optimal design formulation for MEMS structures and its application to a resonant-type micro probe. The basic idea is to use the gradient index (GI) to improve robustness of the objective and constraint functions. In the robust optimal design procedure, a deterministic optimization for performance of MEMS structures is followed by design sensitivity analysis with respect to uncertainties such as fabrication errors and change of operating conditions. During the process of deterministic optimization and sensitivity analysis, dominant performance and uncertain variables are identified to define GI. The GI is incorporated as a term of objective and constraint functions in the robust optimal design formulation to make both performance and robustness improved. While most previous approaches for robust optimal design require statistical information on design variations, the proposed GI based method needs no such information and therefore is cost-effective and easily applicable to early design stages. For the micro probe example, robust optimums are obtained to satisfy the targets for the measurement sensitivity and they are compared in terms of robustness and production yield with the deterministic optimums through the Monte Carlo simulation. This method, although shown for MEMS structures, may as well be easily applied to conventional mechanical structures where information on uncertainties is lacking but robustness is highly important.