MASSIM, the Milli-Arc-Second Structure Imager, is a mission that has been proposed for study within the context of NASA's Astrophysics Strategic Mission Concept Studies program. It uses a set of achromatic diffractive-refractive Fresnel lenses on an optics spacecraft to focus 5-11 keV X-rays onto detectors on a second spacecraft flying in formation 1000 km away. It will have a point-source sensitivity comparable with that of the current generation of major X-ray observatories (Chandra, XMM-Newton) but an angular resolution some three orders of magnitude better. MASSIM is optimized for the study of jets and other phenomena that occur in the immediate vicinity of black holes and neutron stars. It can also be used for studying other astrophysical phenomena on the milli-arc-second scale, such as those involving proto-stars, the surfaces and surroundings of nearby active stars and interacting winds. We describe the MASSIM mission concept, scientific objectives and the trade-offs within the X-ray optics design. The anticipated performance of the mission and possible future developments using the diffractive-refractive optics approach to imaging at X-ray and gamma-ray energies are discussed.© (2008) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.