Three types of focused ion beam machine: focused ion beam milling (FIB milling), focused ion beam lithography (FIB lithography), and focused ion beam direct deposition (FIB deposition), are described in detail to compare with electron beam lithography (EBL) and laser beam direct writing (LBW). A diffractive optical element (DOE) with continuous relief, six-annulus, relief depth of 1.17µm, and diameter of 65 µm, fabricated by use of the FIB milling, is cited as an example to illustrate the FIB milling and the comparison with the EBL and the LBW. Micro-cylindrical lens with dimension of 2.8µm×7.5µm×0.95µm in width, length and height, NA=0.2, is given as another fabrication example to illustrate the FIB deposition, which is a unique function for all the direct writing methods. They are all superiors to the EBL and the LBW in the case that optical elements need to be directly fabricated in local area of a device. / Singapore-MIT Alliance (SMA)