We propose a novel scheme to produce an array of micro-optical traps by using an optical system composed of a Damman grating and a spherical lens, which is illuminated by a red detuned Gaussian laser beam. We derive formulas to calculate the periodical structures of the micro-optical well arrays, and characteristics of each well, such as the spatial intensity distribution, intensity gradient, and geometrical parameters. Applications of our micro-optical traps in the fields of atom and molecule optics are briefly discussed. Our study shows that the proposed array of micro-optical wells can be used to trap cold atoms or cold molecules more efficiently than previous optical traps, even to prepare novel optical lattices.