We investigate in real space amplitude and phase distributions of light in photonic nanojets emerging from micrometer-sized dielectric spheres with a high-resolution interference microscope. Strong localization of light and a Gouy phase anomaly are witnessed. We show that the phase advance of photonic nanojets significantly deviates from a plane wave due to the sudden transition from a converging to a diverging wave front. Understanding such phase anomalies and verifying the presence of photonic nanojets promises to pave the way to prospective applications that may exploit the ability to localize light in spatial domains smaller than the usual resolution limit.