Results of experimental study into filamentation of a focused high-power laser beam at its self-focusing are presented. For femtosecond pulses propagating in air, it is shown that the nonlinear focus coordinate has a spatial scale 1/Р at moderate (for self-focusing) input power Р and the focal length of the optical system much shorter than the Rayleigh beam length. It is found that the presence of a liquid fine-droplet aerosol in the region of filamentation introduce no significant features in the transformation of energy characteristics of a laser beam at its strong focusing.