Augmented reality head-mounted displays (AR-HMDs) based on waveguides (WGs) are compact in size and comfortable to wear. However, conventional WG-type AR-HMD systems commonly project virtual contents onto single fixed focal plane, often leading to a vergence-accommodation conflict (VAC). This conflict can result in motion sickness and visual fatigue for the user. To mitigate the VAC, display's depth of field (DOF) should be expanded. For this, we present a multi-focal lens holographic optical element (HOE)-based WG-type display. The multi-focal lens HOE consists of several spatial focal areas with focal lengths of -30 cm, -60 cm, and -100 cm, respectively. The configuration of HOE can be extended the DOF in AR display, as each area on HOE possesses a different refractive power relative to its recorded focal length. The proposed HOE is fabricated using a photopolymer and interferogram recording technique with photomask patterns. Experimental results demonstrate that the DOF is extended from 30 cm to 100 cm, as indicated by the fact that the virtual contents are spatially focused on different depth positions. In conclusion, we believe that the proposed optical system offers significant benefits in terms of reducing VAC while maintaining a compact form factor.