Surface-enhanced Raman spectroscopy (SERS) is a powerful technique for fingerprinting analysis of substances, which has been widely used in biosensing and chemical analysis. The fabrication of SERS substrates with well-ordered nanostructures is crucial for high reliability and stability in Raman trace-detection. The development of precise, large-scale, and efficient fabrication methods for nanostructured substrates is still a challenge to SERS used in practice so far. In this work, we propose a parallel-laser nanofabrication method for nanostructure arrays, combining microsphere-lenses with gold nanoholes (ML/AuNHs) for ultrasensitive hybrid SERS substrates. The AuNHs are fabricated on the bottom surfaces of ML by the photonic nanojets for the hybrid structures. The effect of process parameters, i.e., the pulsed laser energy, the ML diameter, and the thickness of gold film, on the quality of the nanoholes is investigated. The parameters of laser fabrication are optimized for the diameter of AuNHs down to 215 nm. Furthermore, the optical regulation in ML/AuNHs is theoretically investigated, including self-aligned focusing to the hotspots, optical whispering-gallery modes (WGMs), and directional antenna. The mechanism of Raman enhancement via the ML/AuNHs is therefore revealed. The limit of detection by the ML/AuNHs down to 10-10 M for 4-nitrobenzenethiol (4-NBT) molecules is also demonstrated, which is two orders of magnitude lower than using the AuNHs without ML coupling. This work presents a simple and efficient parallel-laser nanofabrication method for the highly-sensitive SERS substrates in the future applications.