Gradient refractive index (GRIN) metamaterial lenses can achieve multi-band fusion infrared imaging and has the characteristics of integration, light weight, and achromaticity, compared with existing curved refractive lenses group. Constructing a three-dimensional (3D) GRIN lens for dual-band (3.0–5.0 and 7.5–9.2 µm) mid-infrared imaging is challenging due to the difficulty of fabricating the desired 3D GRIN materials with continuously changing linewidths. Here, we present a 3D self-focusing GRIN lens with a cylindrical symmetry configuration in the mid-infrared band. Such a 3D GRIN lens is designed with gradient woodpile polymer metamaterials based on effective medium theory and fabricated with high fidelity by grayscale two-photon lithography. Simulated and experimental results simultaneously exhibit a 3D GRIN lens possessing dual-band, achromatic, near-diffraction-limit focusing on the wavelengths of 4.5 and 7.5 µm. The protocol for developing the 3D GRIN lens with dual-band fusion imaging would prompt potential applications in integrated light-coupled devices and lightweight infrared imaging devices.