This paper introduces a new multi-modal robot capable of terrestrial and aerial locomotion, aiming to operate in a wider range of environments. The robot was built to achieve two locomotion modes of walking and gliding while preventing one modality hindering the other. To achieve this goal, we found the solution from Pteromyini, commonly known as the flying squirrel. Pteromyini utilizes its flexible membrane to glide in the air, and it shows agile movements on the ground. We studied Pteromyini to mimic the key features that allow Pteromyini to perform aerial and terrestrial locomotion. We adopted the flexible membrane and gliding strategy of Pteromyini to the robot. Through dynamics analysis and simulations, the overall design was determined. The flexibility of the membrane was also chosen considering the robot's performance in the air and on the ground. The leg was optimized to perform with regulated motor torques in both walking and gliding. From gliding tests, the robot showed an average gliding ratio of 1.88. Inspired by Pteromyini, controlling the robot's angle of attack with leg and tail movement was also adopted and tested. Different gait patterns and changing walking directions were tested to demonstrate the robot's terrestrial performance. The average walking speed was 13.38 cm s^-1. The experimental results demonstrated the robot's functionality in aerial and terrestrial locomotion.