The trade-off between lateral resolution and depth of focus (DOF) severely limits the capability of endoscopic optical coherence tomography (OCT) for high-resolution deep-tissue imaging. To address this issue, we developed a novel miniature all-fiber axicon OCT probe by inserting a segment of gradient-index (GRIN) fiber between a piece of single-mode fiber (SMF) and an axicon polished from a no-core fiber. The GRIN lens served as a beam expander extending the probe DOF by 5.2 times while maintaining a high lateral resolution of 2 μm. The DOF extension was experimentally verified by measuring the axial profile of the probe output beam and further by imaging multilayered polymer tapes and onion samples. The designed probe with a tight focus over a large DOF holds great potential in endoscopic OCT imaging of deep tissues at the cellular level.