We present a series of sub-wavelength annular aperture (SAA) structures with annular width equal to the tip of a tapered hollow tube, which was fabricated using a heat-pulled method. The light beams emitted from the SAA-like structures created by the tapered hollow tube produced light beams characteristic of Bessel beams. We obtained a sub-micrometer focal spot with a depth-of-focus larger than 7 μm and identified the proper structure parameters needed to generate Bessel-like light beams. Our new design has potential application to areas such as optical lithography, optical trapping, and the fabrication of high aspect ratio structures.