The automatic focusing of the holographic reconstructed image of the micro-milling tool in the digital in-line holographic tool setting technology is the key technology for realizing high-precision automatic tool setting, and the focus evaluation function is the basis for discriminating image quality. In this paper, by comparing the performance of several commonly used focusing evaluation functions, the imaging characteristics of the tools in the digital holographic autofocus process and the applicable focusing evaluation method are discussed. Aiming at the problem of automatic focusing, a piecewise progressive search method is proposed, which divides the search process into two processes:coarse adjustment of large step and fine adjustment of small step, and piecewise search for the optimal solution. Then the performance of the proposed search method is compared with that of the classical simulated annealing algorithm and Levenberg-Marquardt algorithm. The experimental results show that the proposed piecewise progressive search method has better applicability, and the computer simulation experiment further verifies the effectiveness of the proposed method.