A novel direct-laser writing fabrication process for micro-axicons is demonstrated. A fiber-axicon-generated Bessel beam was utilized to write on UV-curable optical epoxy to form new axicons and axicon arrays, and geometrical parameters of the replicated epoxy axicons were analyzed in terms of both apex angle and proximity of the writing axicons. The shape of the fabricated axicons was demonstrated to be controllable through laser exposure, proximity, and apex angle of the source axicon, and the fabricated axicons are capable of generating a quality Bessel beam with an excellent focusing performance.