In this paper we present a new kind of kinoform lenses in which the phase distribution is characterized by the "devil's staircase" function. The focusing properties of these fractal DOEs coined devil's lenses (DLs) are analytically studied and compared with conventional Fresnel kinoform lenses. It is shown that under monochromatic illumination a DL give rise a single fractal focus that axially replicates the self-similarity of the lens. Under broadband illumination the superposition of the different monochromatic foci produces an increase in the depth of focus and also a strong reduction in the chromaticity variation along the optical axis.