The present invention provides lensed fibers and methods of making lensed fibers. According to one embodiment of the invention, a method of making a functional-coated lensed fiber includes the steps of providing a lensed fiber, the lensed fiber having a terminal section including a terminal fiber segment and a lensed segment, the lensed segment having an optically operative area; covering at least part of the terminal section of the lensed fiber with a protective element, thereby forming a protected lensed fiber having an optically operative area that is not covered by the protective element; and forming a functional coating on the optically operative area of the lensed segment of the protected lensed fiber to form the functional-coated lensed fiber. The method can be used to provide antireflection coated lensed fibers that are resistant to breakage.