Implantable microelectrode arrays are essential for neural signal acquisition, facilitating advances in both fundamental neuroscience and clinical neuroprosthetics. However, conventional metal-based electrodes exhibit severe mechanical mismatch with soft brain tissue, often resulting in insertion-induced micro-damage and chronic inflammation. While polymer-based alternatives offer improved mechanical compliance, their inherently low electrical conductivity limits performance. Here, a soft microelectrode array composed of vertically-aligned carbon nanotube (CNT) forests that uniquely combine high electrical conductivity (≈41.24 kΩ at 1 kHz) and mechanical softness (≈54 MPa) is presented. To enhance mechanical robustness without compromising electrical conductivity, a capillary-force-induced densification process, followed by a novel air-pressure-assisted flexibilization technique, is used. By infiltrating an elastomer matrix into the CNT pillars, polymer-incorporated, vertically aligned CNT microelectrode arrays optimized for implantation are developed. The resulting devices exhibit enhanced mechanical compliance and stable insertion behavior, as confirmed by mechanical characterization and insertion tests into agarose gels and mouse brains. Histological analysis reveals reduced inflammatory responses compared to conventional tungsten microwires. Furthermore, in vivo electrophysiological recordings demonstrate reliable acquisition of visually evoked neural signals. These results highlight the potential of CNT-based soft microelectrode arrays to overcome the mechanical and electrical limitations of existing neural interfaces, enabling more stable, biocompatible, and high-fidelity neural recordings.