Based on the generalized Huygens–Fresnel diffraction integral and the theory of partially coherent light, the axial intensity distribution and the focal shifts of focused partially coherent conical Bessel–Gauss beams are investigated. The dependence of the maximum on-axis intensity and the associated focal shift on the Fresnel number and the coherence parameter are examined and illustrated numerically. The results related to the J0-correlated beams and the fully coherent Bessel–Gauss beams are obtained as particular cases of this study.