We present the fabrication and characterization of opto-mechanical micro-resonators developed to detect radiation-pressure coupling between light and a macroscopic body. The major achievements of this work are the development of complex high aspect ratio shapes by using the deep-RIE Bosch process and the integration of a high-reflectivity dielectric mirror. The micro-resonators were used as an end-mirror of a Fabry–Perot cavity, attaining an optical finesse of about 6 × 104, and at cryogenic temperature (about 10 K) we measured a mechanical quality factor up to 2 × 106 at about 90 kHz. These features make our devices particularly suitable for experiments on quantum-opto-mechanics.