The efficiency of collecting photons from optically active defect centres in bulk diamond is greatly reduced by refraction and reflection at the diamond-air interface. We report on the fabrication and measurement of a geometrical solution to the problem; integrated solid immersion lenses (SILs) etched directly into the surface of diamond. An increase of a factor of 10 was observed in the saturated count-rate from a single negatively charged nitrogen-vacancy (NV-) within a 5um diameter SIL compared with NV-s under a planar surface in the same crystal. A factor of 3 reduction in background emission was also observed due to the reduced excitation volume with a SIL present. Such a system is potentially scalable and easily adaptable to other defect centres in bulk diamond.