In concentrating photovoltaic (CPV) applications, the sunlight is focused onto solar cells up to thousands of times and, without an adequate cooling system, the cell's temperature can dangerously raise over the operating temperature range in few seconds. In this study, an investigation on micro-finned heat sink for high concentrating photovoltaics has been conducted. The geometry of the system and the choice of the components play an important role in the thermal management of CPV. The size of cell, as well as the optics, can strongly affect the thermal behaviour of the CPV: the effects of the CPV geometry on the thermal performance of the heat sink are experimentally investigated and discussed in order to design an optimised system for passive cooling. A micro-fin array is developed to handle the heat generated by the cell and the system is studied in different conditions to prove the applicability of this passive solution to the harsh CPV conditions. It has been found that micro-fins are a suitable solution for passive cooling at concentrations up to 500x. Moreover, this kind of solutions shows the potential to achieve high mass-specific power values, proving its competitiveness in mobile or tracked systems, such as CPV.