We demonstrated that azimuthally polarized beams offer high-speed laser micro-hole drilling compared with radially and linearly polarized beams under a tight focusing condition. The speed was evaluated by piercing time by vector beams for several objective lenses with different numerical apertures (NAs). As a result, in the case of NA=0.63, the piercing time of an azimuthally polarized beam was 2.4 to 3.2 times shorter than that of a linearly polarized beam for all materials tested. Surprisingly, for NA=0.85, the difference is expanded to about 7.7 times for copper. This indicates that the number of reflections on the side wall of the hole played a significant role to give rise to the difference in the piercing time, depending on the polarization of the light beam.