Studying neuronal connections and activities in vivo is critical for understanding the brain. Optical microscopy, with the capability of specific fluorescent labeling and sub-cellular spatial resolution, has become an indispensable tool in neuroscience. However, the major limitation of optical imaging is penetration depth and imaging speed to capture neural signal dynamics in deep brain regions. Recently, by applying adaptive optics, high-energy laser, or long wavelength lasers for nonlinear imaging, penetration depth around 1mm has been achieved in living mouse brains. Nevertheless, this depth barely pierces through the mouse cortex and is far from reaching the bottom of the centimeter-thick mouse brain. For studying deeper regions of the brain, brain slice is one possible approach, yet it is invasive and cut away many neuron connections. In this study, a home-built two-photon microscope is integrated with both a gradient refractive index (GRIN) lens and a tunable acoustic gradient (TAG) lens. The GRIN lens serves as a micro-endoscope which extends the imaging depth to a centimeter while minimizing the invasiveness, and the TAG lens provides ~100kHz axial scanning which enables high-speed volumetric imaging of neuronal response. This novel high-speed volumetric endoscopy system offers an unprecedented opportunity towards studying three-dimensional neuronal dynamics in deep brains regions of a living mouse.