We report a compact all-fiber Bessel beam generator using hollow optical fiber (HOF) and coreless silica fiber based on a self-assembled polymer lens. A nearly diffraction-free Bessel beam pattern was observed with its focused beam diameter of 20 μm maintained over a propagation distance of 550 μm. The generated Bessel beams were experimentally tested under various structural parameters such as the diameters of the HOF and operating wavelengths. A beam propagation method was applied to simulate the proposed device, which shows good agreement with the experimental observations.