We present a novel fabrication technology for nano-structured graded index micro-optical components, based on the stack-and-draw method used for photonic crystal fibres. These discrete structures can be described with an effective refractive index distribution. Furthermore we present spherical nano-structured microlenses with a flat facet fabricated with this method and designed using an algorithm based on the Maxwell-Garnett mixing formula. Finally we show theoretical verification by using FDTD simulations for a nano-structured lens as well as experimental data obtained in the microwave regime.