A method is reported for fabricating truly three-dimensional micro-photonic structures directly onto the end face of an optical fiber using the cross-linkable resist SU-8. This epoxide-based material is well suited for micro-device fabrication because it is photo-processed as a solid and the cross-linked material is mechanically robust, chemically resistant, and optically transparent. Yet, procedures commonly used to process SU-8, particularly spin-coating, are impractical when the intended fabrication substrate is the end-face of an optical fiber. A melt-reflow process was developed to prepare optical fibers having SU-8 resin deposited at controlled thickness on the fiber end-face. Multi-photon direct laser writing was then used to fabricate various refractive lenses, a compound lens system, and a woodpile photonic crystal within the resin on the end-face of the optical fiber. Data are presented that show how the refractive lenses can be used to alter the output of the optical fiber. This work opens a new path to low-profile integrated photonic devices.