We report the fabrication of micro lens using an alternative annular scanning mode with continuous variable layer thickness by two-photon polymerization after multi-parameter optimization. Laser scanning mode and scanning pace parameter are optimized to achieve good appearance. As examples of the results, a 2 x 2 micro spherical lens array with diameter of 15 microm and a micro Fresnel lens with diameter of 17 microm are fabricated. Their optical performances are also tested. Compared to the conventional femtosecond two-photon fabrication, this work provides an alternative, effective and cheap processing method for the fabrication of micro optic device that requires arbitrary shape with high surface quality and small scale.