A new scheme to realize a two-dimensional (2D) array of magnetic micro-lenses for a cold atomic beam, formed by an array of square current-carrying wires, is proposed. We calculate the spatial distributions of the magnetic fields from the array of current-carrying wires and the magnetic focusing potential for cold rubidium atoms, and study the dynamic focusing processes of cold atoms passing through the magnetic micro-lens array and its focusing properties by using Monte-Carlo simulations and trajectory tracing method. The result shows that the proposed micro-lens array can be used to focus effectively a cold atomic beam, even to load ultracold atoms or a BEC sample into a 2D optical lattice formed by blue detuned hollow beams.