Diatoms are monocellular micro-algae provided with external valves, the frustules, made of amorphous hydrated silica. Frustules present patterns of regular arrays of holes, the areolae, characterized by sub-micrometric dimensions. In particular, frustules from centric diatoms are characterized by a radial disposition of areolae and exhibit several optical properties, such as photoluminescence variations in presence of organic vapors and photonic-crystal-like behaviour as long as propagation of electromagnetic field is concerned. We have studied the transmission of coherent light, at different wavelengths, through single frustules of Coscinodiscus Walesii diatoms, a centric species characterized by a diameter of about 150 mum. The frustules showed the ability to focalize the light in a spot of a few mum2, the focal length depending on the wavelength of the incident radiation. This focusing effect takes place at the centre of the frustule, where no areolae are present and, as it is confirmed by numerical simulations, it is probably due to coherent superposition of unfocused wave fronts coming from the surrounding areolae. Diatoms-based micro-lenses could be used in the production of lensed optical fibers without modifying the glass core and, in general, they could be exploited with success in most of the optical micro-arrays.