The paper represents a rigorous solution to the problem of diffraction of a normally incident plane electromagnetic wave by a circular hole in a perfectly conducting screen of arbitrary thickness, obtained using the eigenmode technique with allowance for the presence of a plane dielectric layer on a thick substrate behind the screen, which can play a part of a radiation detector. The main goal of the work is to describe the effect of diffraction lensless focusing in circular apertures and to determine the conditions of its appearance in the near zone of small holes, when its radius, the thickness of a screen, and a dielectric layer are of the order of the wavelength.