We have fabricated refractive sapphire microlenses and characterized their properties for what we believe to be the first time. We use thermally reflown photoresist lenslet patterns as a mask for chlorine-based dry etch of sapphire. Pattern transfer to the mechanically hard and chemically inert sapphire substrate is made possible by an inductively coupled plasma etch system that supplies a high-density plasma gas. Processed sapphire microlenses exhibit properties close to the ideal and operate nearly in the diffraction limit.