New volume holographic grating lenses for laterally focusing an optical wave or collimating an optical wave emitted from an optical dot in an optical plate (volume holographic material), has been designed. Grating pitch and grating vector of the grating lenses are derived from intensity distribution of wavefront interfering field of a plane wave and a spherical wave. And basis is provided to design and fabricate volume holographic grating lenses devices. On the basis of two beams coupled wave theory, coupled wave differential equations and the boundary conditions are derived. Numerical results of the diffraction efficiency and the best size with high efficiency of the grating lenses are also given. And the practical applications in integrated optics or other fields are discussed.