A multi-axis magnetic immersion objective lens for focusing a plurality of charged particle beams onto a specimen, comprising a plurality of magnetic sub-lens modules (300-M;300-ME) formed by a pair of parallel magnetic conductor plates (41,42) and a common excitation coil located between the pair of parallel magnetic conductor plates for providing magnetic flux to the plurality of magnetic sub-lens modules, the the pair of parallel magnetic conductor plates comprising a plurality of through round holes in pairs therein and a plurality of magnetic rings (311,312) in pairs inside and aligned with said plurality of through round holes in pairs respectively, wherein for each paired through round holes, an upper through round hole in an upper magnetic conductor plate of said pair of parallel magnetic conductor plates is aligned with a lower through round hole in a lower magnetic conductor plate of said pair of parallel magnetic conductor plates, for each paired magnetic rings inside said each paired through round holes, an upper magnetic ring inside said upper through round hole is aligned with and extended downward into a lower magnetic ring inside said lower through round, characterised in that in each of the magnetic conductor plates (41, 42), the magnetic rings are aligned with the plurality of holes with a plurality of first radial gaps (G1, G2), wherein for each paired first radial gaps formed by said each paired through round holes and said each paired magnetic rings, a first upper radial gap is between an inner sidewall of said upper through round hole and an outer sidewall of said upper magnetic ring and a first lower radial gap is between an inner sidewall of said lower through round hole and an outer sidewall of said lower magnetic ring, wherein each magnetic sub-lens module comprises said each paired through round holes, said each paired magnetic rings therein and said each paired first radial gaps therebetween, and said upper magnetic ring and said lower magnetic ring of said each paired magnetic rings function as an inner pole-piece and an outer pole-piece of said each magnetic sub-lens module, respectively, further characterised by: a second radial gap formed between bottom ends of said upper magnetic ring (311, with respect to 32) and said lower magnetic ring (312, with respect to 33) in said each magnetic sub-lens module, wherein said bottom end of said upper magnetic ring extends downward through said lower magnetic ring, wherein said second radial gap has a size larger than sizes of said paired first radial gaps (G1 and G2, with respect to 34 and 35) and is vacuum or filled with a non-magnetic material, an upper magnetic shielding plate located above said upper magnetic conductor plate with an upper axial gap therebetween and having a plurality of upper circular openings aligned with said plurality of through round holes respectively, wherein said upper axial gap is vacuum or filled with a non-magnetic material so that said upper magnetic shielding plate will reduce magnetic non-axisymmetric transverse field components of said magnetic field generated by said each magnetic sub-lens module in an area above said upper magnetic conductor plate; and a lower magnetic shielding plate located below said lower magnetic conductor plate with a lower axial gap therebetween and having a plurality of lower circular openings aligned with said plurality of through round holes respectively, wherein said lower axial gap is vacuum or filled with a non-magnetic material so that said lower magnetic shielding plate will reduce said magnetic non-axisymmetric transverse field components of said magnetic field generated by said each magnetic sub-lens module in an area below said lower magnetic conductor plate. a second radial gap formed between bottom ends of said upper magnetic ring (311, with respect to 32) and said lower magnetic ring (312, with respect to 33) in said each magnetic sub-lens module, wherein said bottom end of said upper magnetic ring extends downward through said lower magnetic ring, wherein said second radial gap has a size larger than sizes of said paired first radial gaps (G1 and G2, with respect to 34 and 35) and is vacuum or filled with a non-magnetic material, an upper magnetic shielding plate located above said upper magnetic conductor plate with an upper axial gap therebetween and having a plurality of upper circular openings aligned with said plurality of through round holes respectively, wherein said upper axial gap is vacuum or filled with a non-magnetic material so that said upper magnetic shielding plate will reduce magnetic non-axisymmetric transverse field components of said magnetic field generated by said each magnetic sub-lens module in an area above said upper magnetic conductor plate; and a lower magnetic shielding plate located below said lower magnetic conductor plate with a lower axial gap therebetween and having a plurality of lower circular openings aligned with said plurality of through round holes respectively, wherein said lower axial gap is vacuum or filled with a non-magnetic material so that said lower magnetic shielding plate will reduce said magnetic non-axisymmetric transverse field components of said magnetic field generated by said each magnetic sub-lens module in an area below said lower magnetic conductor plate.