Delivery and focusing of radiation requires a variety of optical elements such as waveguides and mirrors or lenses. Heretofore, they were used separately, the former for radiation delivery, the latter for focusing. Here, we show that cylindrical multimode waveguides can both deliver and simultaneously focus radiation, without any external lenses or parabolic mirrors. We develop an analytical, ray-optical model to describe radiation propagation within and after the end of cylindrical multimode waveguides and demonstrate the focusing effect theoretically and experimentally at terahertz frequencies. In the focused spot, located at a distance of several millimeters to a few centimeters away from the waveguide end, typical for focal lengths in optical setups, we achieve a more than 8.4× higher intensity than the cross-sectional average intensity and compress the half-maximum spot area of the incident beam by a factor of >15. Our results represent the first practical realization of a focusing system consisting of only a single cylindrical multimode waveguide, that delivers radiation from one focused spot into another focused spot in free space, with focal distances that are much larger than both the radiation wavelength and the waveguide radius. The results enable design and optimization of cylindrical waveguide-containing systems and demonstrate a precise optical characterization method for cylindrical structures and objects.