A new method of optical guidance by the implosion phase of a fast Z-pinch discharge in a gas-filled capillary is proposed. An imploding plasma column has a concave electron-density profile in the radial direction, just before a stagnation phase driven by a converging current sheet and a shock wave. The feasibility of optical guidance of a high-intensity (>1 x 10(17) W/cm(2)) Ti:sapphire laser pulse by use of this method over a distance of 2 cm, corresponding to 12.5 times the Rayleigh length, has been experimentally demonstrated. The guiding-channel formation process was directly probed with a He-Ne laser beam. The electron density in the fully ionized channel was estimated to be 2.0 x 10(17) cm(-3) on the axis and 7.0 x 10(17) cm(-3) on the peaks of the channel edge, with a diameter of 70 mum, as indicated by the experimental results, which were corroborated by a magnetohydrodynamics simulation.