We report on the fabrication of micro-axicons made of glass by laser-assisted wet etching (LAE) and laser polishing. The employed technique, relying on an efficient direct-writing process by femtosecond laser, allows revealing high fidelity profiles while etched in a heated potassium hydroxide (KOH) solution. The remaining surface roughness is then smoothened by carbon dioxide (CO 2 ) laser polishing. Such polishing is limited to the skin of the component so that the tip is only slightly rounded, with a radius of curvature of nearly 200 µm. It is then shown with 500 µm-diameter axicons that the quasi-Bessel beam is generated closely after the tip, and features a 5.3 µm diameter maintained over a propagation distance of almost 3.5 mm.