In the field of psychology, the static nature and lack of customization of psychological test scales, along with the challenge of quantifying psychological indicators, have long been critical issues. Despite numerous attempts to use AI to address psychological challenges, a dynamically interactive psychological test has yet to emerge. In contrast to traditional psychological assessment methods, we propose PsyDI, a multi-modal, interactive, and customized chatbot for psychological assessments, using the Myers-Briggs Type Indicator (MBTI) as an example. PsyDI initiates with user-related multi-modal information, then engaging in customized interaction to discern the user's MBTI type based on their multiple rounds of responses. Despite these advancements, accurately quantifying absolute value of psychological indicators remains challenging. To tackle such difficulty, we introduce the PsyDI framework that trains LLMs to discern the relative magnitude of psychological traits rather than their absolute values. Through various experiments, we demonstrate the effectiveness of the training techniques proposed in PsyDI on various datasets, and we have also launched its web version, reaching about ~3k accesses. Additionally, comprehensive post-deployment data analysis has provided profound insights into the implications and applications of PsyDI, demonstrating its potential to serve as a general framework for psychological assessment.