We study the entanglement generated by a weak cross-Kerr nonlinearity between two initial coherent states, one of which has an amplitude close to the single-photon level, while the other one is macroscopic. We show that strong micro-macro entanglement is possible for weak phase shifts by choosing the amplitude of the macroscopic beam sufficiently large. We analyze the effects of loss and discuss possible experimental demonstrations of the micro-macro entanglement based on homodyne tomography and on a new entanglement witness.