Flush-mounted cavity hot-wire probes have emerged as an alternative to classical hot-wire probes mounted several diameters above the surface for wall-shear stress measurements. They aim at increasing the frequency response and accuracy by circumventing the well-known issue of heat transfer to the substrate that hot-wire and hot-film probes possess. Their use, however, depends on the assumption that the cavity does not influence the flow field. In this study, we show that this assumption does not hold, and that turbulence statistics are modified by the presence of the cavity with sizes that are practically in use. The mean velocity and fluctuations increase near the cavity while the shear stress decreases in its surroundings, all seemingly stemming from the fact that the no-slip condition is not present anymore and that flow reversal occurs. Overall, the energy spectra and the probability density function of the wall shear stress fluctuations indicate a change of nature of turbulence by the presence of the cavity.