Diffractive lenses are becoming the optical elements of choice for many applications. One type of diffractive lens, the binary zone plate, has already demonstrated high‐resolution performance experimentally. However, in order to increase the diffraction efficiency of these zone plates, a blazed grating profile must be used. This can best be approximated by a staircase grating profile, created by multilevel exposures. Using x‐ray lithograph, we fabricated for the first time circular, linear bi‐ and trilevel zone plates, with gold structures 0.75 μm thick (per level), on silicon nitride substrates. The zone plates were designed for use at a wavelength of 1.54 Å, and had a theoretical efficiency of 68.5% for bilevel and 81.5% for trilevel zone plates. Due to the large depth of focus and high resolution inherent to x‐ray lithography, the finished zone plate exhibits very steep sidewall profiles, with linewidth resolution down to 0.25 μm. Such vertical sidewalls are essential for achieving high lens efficiency. Fabrication errors, such as thickness variation in the electroplated gold and misalignment, were considered, and their effect on the optical efficiency of the zone plate was estimated. Alignment errors between levels were minimized, achieving a best result of 25 nm (3σ). In fabricating the zone plates, we employed standard integrated device tools, such as a Leica Cambridge Electron Beam microfabricator (EBMF) 10cs/120 electron‐beam writer for the x‐ray mask fabrication, and a Suss 200 x‐ray stepper for the multilevel exposures. Thus, we have shown that it will be possible to fabricate many lenses, with a variety of optical characteristics, in one wafer.