In localization microscopy, the position of isolated fluorescent emitters are estimated with a resolution better than the diffraction limit. In order to image thick samples, which are common in biological applications, there is considerable interest in extending the depth-of-field of such microscopes in order to make their accuracy as invariant as possible to defocus. For that purpose, we propose to optimize annular binary phase masks placed in the pupil of the microscope in order to generate a point spread function for which the localization accuracy is almost invariant along the optical axis. The optimization criterion is defined as the localization accuracy in the plane expressed in terms of the Cramér-Rao bound. We show that the optimal masks significantly increase the depth-of-field of single-molecule imaging techniques relatively to an usual microscope objective.