Low power X-ray source and high count rate detector system are used to measure the space distribution of X-rays with different energies in the beam focused by the monolithic polycapillary X-ray lens, and the energy dependence of the focal spot size and transmission efficiency of the lens. The “halo” phenomenon can result in the increase of focal spot size and the measured transmission efficiency with higher energies. The focal spot size decreases with the increase of the energies. The transmission efficiency of the 04-5-10-5 lens increases with higher energies below about 5.8 keV and decreases with higher energies above about 5.8 keV. The axial scanning method is devised to find the energy function of the output focal distance. The output focal distance of the lens increases with the increase of the energies.