A shaped annular beam tri-heterodyne confocal microscope has been proposed to improve the anti-environmental interference capability and the resolution of a confocal microscope. It simultaneously detects far-, on-, and near-focus signals with given phase differences by dividing the measured light path of the confocal microscope into three sub-paths (signals). Pair-wise real-time heterodyne subtraction of the three signals is used to improve the anti-environmental interference capability, axial resolution, and linearity; and a shaped annular beam super-resolution technique is used to improve lateral resolution. Theoretical analyses and preliminary experiments indicate that an axial resolution of about 1 nm can be achieved with a shaped annular beam tri-heterodyne confocal microscope and its lateral resolution can be better than 0.2μm for λ= 632.8 nm, the numerical aperture of the lens of the microscope is NA = 0.85, and the normalized radius ε= 0.5.