Menger-sponge is a three dimensional fractal structure with self-similar patterns. We fabricated the Menger-sponge structure composed of epoxy with titania-based ceramic particles dispersion by using a stereolithography CAD/CAM system. It has a cubic body of 27 mm in edge size with square through holes of 1, 3 and 9 mm. The structure is characterized with a fractal dimension D = 2.73 and a fractal stage 3. The electromagnetic wave response of the Menger-sponge was measured by using a network analyzer. Both reflection and transmission amplitudes of incident waves showed remarkable attenuations to -50 dB at 8 GHz simultaneously. The electric field intensity in the center holes in the Menger-sponge was measured by using a mono-pole antenna. The electromagnetic energy was localized in the central air cavity by forming the strong localization mode. The localized mode frequency can be controlled by changing the structure size, number of stage, and the effective dielectric constant. We call such fractal structures as the photonic fractal.