When a low-power, monochromatic Gaussian beam is focused by a thin lens in air and the waist of the beam is in the plane of the lens, there is a shift of the focus position if the waist of the beam is much smaller than the size of the lens. The point of maximum intensity relative to the geometrical focal point shifts closer to the lens. We show that for ultra-intense light beams, when the Kerr effect is unavoidable, there is a nonlinear focal shift. The nonlinear focus position shifts closer to the lens for laser powers below the critical power. To avoid the nonlinear focal shift below the critical power, the correct combination of Gaussian beam waist and focal system has to be used in the experimental setup. It will be shown that as the Fresnel number N w associated with the Gaussian beam radius increases, the nonlinear focal shift first increases and then begins to decrease.