We report on the enhancement of phase conjugation degenerate four-wave mixing (DFWM) in hot atomic Rb vapor by using a Bessel beam as the probe beam. The Bessel beam was generated using cross-phase modulation based on the thermal nonlinear optical effect. Our results demonstrated that the DFWM signal generated by the Bessel beam is about twice as large as that generated by the Gaussian beam, which can be attributed to the extended depth and tight focusing features of the Bessel beam. We also found that a DFWM signal with reasonable intensity can be detected even when the Bessel beam encounters an obstruction on its way, thanks to the self-healing property of the Bessel beam. This work not only indicates that DFWM using a Bessel beam would be of great potential in the fields of high-fidelity communication, adaptive optics, and so on, but also suggests that a Bessel beam would be of significance to enhance the nonlinear process, especially in thick and scattering media.