Recently, it is shown (Popov et al, Sci. Rep, 2017, 7, 1603) that chiral nematic liquid crystal films adopt biconvex lens shapes underwater, which may explain the formation of insect eyes, but restrict their practical application. Here it is demonstrated that chiral ferroelectric nematic liquid crystals, where the ferroelectric polarization aligns parallel to the air interface, can spontaneously form biconvex lens arrays in air when suspended in submillimeter‐size grids. Using Digital Holographic Microscopy, it is shown that the lens has a paraboloid shape and the curvature radius at the center decreases with increasing chiral dopant concentration, i.e., with decreasing helical pitch. Simultaneous measurements of the imaging properties of the lenses show the focal length depends on the pitch, thus offering tunability. The physical mechanism of formation of the self‐assembled ferroelectric nematic microlenses is also discussed.