We fabricate a micro-rod cavity with an ultrahigh Q-factor on a fused silica rod via CO₂ laser, and investigate the effects of micro-rod curvature, coupling position, and radius of tapered fiber at coupling position on number of excited modes, Q-factor and coupling efficiency. Through optimizing the parameters in the fabrication and coupling process and exciting a few modes with ultrahigh quality factors, one can avoid mode crossing, thus generate a soliton frequency comb with a smooth envelope at different wavelengths.