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In this paper, we introduce a concept of spherical Photonic Crystal (SPhC) cavity. The structure is composed of a serial of concentric spherical shells with periodic refractive index. A complete three dimension photonic band gap can be obtained due to the spherical symmetry it owns. Such a cavity has a strong ability to confine light and energy. Optical quality factor of our structure can achieve 109 order when Si is used as the media of the core.