We demonstrate experimentally a scanning confocal microscopy technique based on digital holographic recording of the scanned spot. The data collected in this way contains all the information to produce three-dimensional images. Several methods to treat the data are presented, such as the dynamic placement of the pinhole. Examples of reflection and transmission images of epithelial cells and mouse brain tissue are shown. The computations can be performed in real time, the speed being limited only by the frame rate of the camera. This method enables a convenient implementation of confocal microscopy, especially in transmission as no de-scan device is required.