A photonic nanojet (PNJ) is a fine and high intensity light beam that is generated from a dielectric microsphere irradiated by a laser. A PNJ has a smaller beam diameter than the wavelength of the incident laser and can propagate for longer than 1 μm with high intensity and minimal divergence. In other words, a PNJ has a long depth of focus. Due to its outstanding optical properties, PNJ is suitable for laser micro machining. In this paper, we theoretically and experimentally investigated machining characteristics of laser micro machining using a PNJ. First, electromagnetic simulations were conducted to estimate hole diameter when PNJ is irradiated to a sample by changing a distance from the microsphere to the sample. The simulation demonstrated that sub-micrometer scale hole diameter could be obtained even when PNJ is defocused by 1 μm due to the long depth of focus. Next, machining experiments were also conducted on a silicon substrate. A femtosecond laser was used as the machining laser. By holding the microsphere with a micropipette and controlling its position, the position of the PNJ can be controlled in the z direction. Micrometer and sub-micrometer scale hole diameters were obtained even when the position of PNJ in the z direction was changed by 1 μm. The hole diameters obtained in the experiment were consistent with the hole diameter estimated by the simulation. In conclusion, the long depth of focus of a photonic nanojet enable to create sub-micrometer scale structure.