A graded index type optical fiber having a multilayer structure comprising a plurality of concentrically arranged layers formed of (co)polymers selected from the group consisting of two or more homopolymers HP1, HP2, . . . , HPn derived from monomers M1, M2, . . . , Mn, respectively, and having refractive indices decreasing in that order, and one or more binary copolymers CP derived from these monomers, the multilayer structure being such that a mixed layer consisting of the (co)polymers constituting two adjacent layers is formed therebetween, and the refractive index is highest at the center and decreases gradually toward the outer periphery. This optical fiber can be continuously formed by feeding the (co)polymers to a multilayer concentric circular nozzle and thereby extruding them through the nozzle, and allowing the polymers to interdiffuse between adjacent layers of the fiber.