Photoacoustic microscopy (PAM) is a promising imaging modality because it is able to reveal optical absorption contrast in high resolution on the order of a micrometer. It can be applied in an endoscopic approach by implementing PAM into a miniature probe, termed as photoacoustic endoscopy (PAE). Here we develop a miniature focus-adjustable PAE (FA-PAE) probe characterized by both high resolution (in micrometers) and large depth of focus (DOF) via a novel optomechanical design for focus adjustment. To realize high resolution and large DOF in a miniature probe, a 2-mm plano-convex lens is specially adopted, and the mechanical translation of a single-mode fiber is meticulously designed to allow the use of multi-focus image fusion (MIF) for extended DOF. Compared with existing PAE probes, our FA-PAE probe achieves high resolution of 3-5 {mu}m within unprecedentedly large DOF of >3.2 mm, more than 27 times the DOF of the probe without performing focus adjustment for MIF. The superior performance is demonstrated by imaging both phantoms and animals including mice and zebrafishes in vivo. Our work opens new perspectives for PAE biomedical applications.