This paper describes a method to design an antenna to focus millimeter-wave beam generated by a gyrotron. The antenna, which has been proposed by the authors, consists of a stair-cut circular waveguide and two cylindrical reflectors; one is elliptic and the other is parabolic. Its principle is based on the geometrical optics though slightly modified to consider the diffraction effect. Results of low-power experiments agree well with the design on beam direction, beam width and the position of the focal point. At 35.5 GHz using TE(01) mode, a focused beam with half-power thickness of 13 mm x 10 mm was obtained. This type of antennas find applications to millimeter-wave scattering measurement in fusion plasma research and high- energy-density source for material heating.