A cigarillo is larger than a small cigar but smaller than a premium, hand-rolled cigar.
From the stltoday.com
He lays it off to Cory Jane, who lights a small cigarillo before diving through a gap and making up another 15 metres.
From the telegraph.co.uk
He habitually smokes a cigarillo while working.
From the en.wikipedia.org
Not only has Rihanna recently been spotted smoking a cigarillo, but some of the greatest female icons have made it their signature.
From the independent.co.uk
She's stubbed out her cigarillo.
From the guardian.co.uk
When on the job, the nameless stuntman is the doyen of cool, a kindred spirit of Clint Eastwood, a toothpick is his cigarillo and a car his horse.
From the independent.co.uk
Sitting in his red Mercedes, Mallya lights another cigarillo and declares that people are coming to his campaigns in ever larger numbers.
From the time.com
More examples
Small cigar or cigarette wrapped in tobacco instead of paper
A cigarillo (Spanish for "little cigar", pronounced) is a short, narrow cigar. Unlike cigarettes, cigarillos are wrapped not in paper but in whole-leaf tobacco. Cigarillos can be found for purchase alone or in packs, and are often made without filters. ...
A thin cigar, differing from a cigarette in being wrapped with tobacco leaves rather than paper
(Cigarillos) Favored by some aficionados and scorned by others, these thin, three-inch cigars, popular in Europe, are generally machine-made, and many brands use homogenized wrappers or binders.
Small, thin cigars which have tobacco leaf wrappers. Cigarillos are sometimes filtered.
Also referred to as a Cheroot, but Cigarillo being the most common used today. Dimensions can vary from 4" - 6" and a cigar ring size of 25-30. Length most commonly is in the 4" range.