  We show that the output mode of a single-mode optical fiber can be directly
focused to a sub-wavelength waist with a finite working distance by tapering
the fiber to a diameter of the order of the wavelength and terminating it with
a spherically/hemispherically shaped tip. Numerical simulations show that a
beam waist with a width of as small as 0.62\lambda can be formed. We fabricate
micro-lensed fibers and construct a probe-scanning confocal reflection
microscope. Measurements on gold nano-particles show a spatial profile with a
width of 0.29\lambda for \lambda = 850 nm, which is in good agreement with the
numerical simulations. Due to their monolithic structures, these micro-lensed
fibers will be flexible substitutes for conventional compound lenses in various
experimental conditions such as cryogenic temperature and ultra-high vacuum.
