Bessel beams feature a very large depth-of-focus (DOF) compared to conventional focusing schemes, but their central lobe carries only a small fraction of the total beam power, leading to a strongly reduced peak irradiance. This is problematic for power-limited applications, such as optical coherence tomography (OCT) or optical coherence microscopy, as it can result in a prohibitive reduction of the signal-to-noise ratio (SNR). Using scalar diffraction theory, we show that the trade-off between DOF and peak irradiance of Bessel beams depends solely on the Fresnel number N. We demonstrate the existence of a low-Fresnel-number regime,N <10, in which axicons with Gaussian illumination can generate energy-efficient Bessel beams with a small number of sidelobes. In the context of OCT, this translates into DOF enhancements of up to 13× for a SNR penalty below 20 dB, which is confirmed by our experiments. We expect that these findings will enable improved performance of optical systems with extended DOF. © 2014 Optical Society of America.