A cigarillo is a short, narrow cigar

Cigar

A cigar is a tightly-rolled bundle of dried and fermented tobacco that is ignited so that its smoke may be drawn into the mouth. Cigar tobacco is grown in significant quantities in Brazil, Cameroon, Cuba, the Dominican Republic, Honduras, Indonesia, Mexico, Nicaragua, Philippines, and the Eastern...

. Unlike cigarettes, cigarillos are wrapped not in paper

Paper

Paper is a thin material mainly used for writing upon, printing upon, drawing or for packaging. It is produced by pressing together moist fibers, typically cellulose pulp derived from wood, rags or grasses, and drying them into flexible sheets....

 but in whole-leaf tobacco

Tobacco

Tobacco is an agricultural product processed from the leaves of plants in the genus Nicotiana. It can be consumed, used as a pesticide and, in the form of nicotine tartrate, used in some medicines...

. Cigarillos can be found for purchase alone or in packs, and are often made without filters

Cigarette filter

A cigarette filter has the purpose of reducing the amount of smoke, tar, and fine particles inhaled during the combustion of a cigarette. Filters also reduce the harshness of the smoke and keep tobacco flakes out of the smoker's mouth.-History:...

. Unlike a cigarette, they are not meant to be inhaled but rather smoked like a cigar.
Generally, a cigarillo contains about 3 grams of tobacco, the length varies from 3 to 4 in. and the diameter is about 5 to 8 mm.