We study theoretically and numerically third-harmonic generation (THG) from model geometries (interfaces, slabs, periodic media) illuminated by Bessel beams produced by focusing an annular intensity profile. Bessel beams exhibit a phase and intensity distribution near focus different from Gaussian beams, resulting in distinct THG phase matching properties and coherent scattering directions. Excitation wave vectors are controlled by adjusting the bounding aperture angles of the Bessel beam. In addition to extended depth-of-field imaging, this opens interesting perspectives for coherent nonlinear microscopy, such as extracting sample spatial frequencies in the lambda/8 - lambda range in the case of organized media. (C) 2012 Optical Society of America