Core-collapse supernova is one of the expected sources of gravitational wave (GW). The GW detection can be a smoking gun to probe the still unknown explosion mechanism. In the coming era of "multi-messenger astronomy", we can use photons, neutrinos and GW simultaneously to investigate these objects. By performing multi-dimensional simulations of neutrino-radiation hydrodynamics systematically, we calculate the gravitational wave and neutrino signals from nearby (galactic) core-collapse supernova. Based on these signals we will discuss the extractable information about the very central part of core-collapse supernovae.