A method of producing a preform for a holey optical fiber having at least one hole longitudinally extending therethrough, comprises forming a porous preform (121), such as a glass soot preform formed by means of flame hydrolysis, or a gel preform; at least one hole is then formed by drilling (305) the porous preform, the hole extending through the porous preform along the longitudinal direction thereof. A holey fiber can be produced by drawing the holey porous preform, after having submitted it to a consolidation process. A device for drilling the porous preform comprising mean for supporting, holding, positioning and drilling the porous preform is also claimed.