We report a study of gradient index (GRIN) lenses as a miniaturized micro-objective for in vivo imaging in the context of the development of a nonlinear endomicroscope. A numerical study of the parameters influencing the lateral resolution, excitation, and collection efficiency, when GRIN lens is coupled with a double clad fiber (DCF), is exposed. Four commercial DCFs, previously identified from the literature as potential endoscopic fibers, are simulated. Then, an experimental study characterizes two GRIN lenses (one commercial, one homemade) by their dispersion and nonlinear effects, potential intrinsic fluorescence, and use for fluorescence lifetime measurements. Images of neural cells from brain tissues of mice through a GRIN lens are presented.