Based on the MathieuHankel wave′s theory, the focusing characteristics of Mathieu beam propagating through axicon was analyzed .By Fresnel diffraction theory and the method of stationary phase, the optical fields′ formula of Mathieu beam propagating through the axicon was deduced, the transverse intensity distribution in difference propagation distances was numerical simulated. The theoretical analysis and numerical simulation both show that the Mathieu beam passing through axicon can generate periodic Mathieu beam. This result has provided a theoretical basis in application of Mathieu beam.