The measurement of the confocal volume of a confocal three-dimensional micro-x-ray fl uorescence (3D-XRF) setup is a key step in the field of confocal 3D-XRF analysis. With the development of x-ray facilities and optical devices, 3D-XRF analysis with a micro confocal volume will create a great potential for 2D and 3D microstructural analysis and accurate quantitative analysis. However, the classic measurement method of scanning metal foils of a certain thickness leads to inaccuracy. A method for calibrating the confocal volume is proposed in this paper. The new method is based on the basic content of the textbook, and the theoretical results and the feasibility are given in detail for the 3D-XRF mono-chromatic x-ray condition and the poly-chromatic x-ray condition. We obtain a set of experimental confirmation using the poly-chromatic x-ray tube in the laboratory. It is proved that the sensitivity factor of the 3D-XRF can be directly and accurately obtained in a real calibration process.