We show that generation of strong magnetic field filaments due to Weibel instability accompanies the hole-boring ion acceleration by a circularly polarised laser pulse. The magnetic field confines energetic protons accelerated from hole boring in high density collimated jets. A part of energetic protons are reaccelerated by the electric field and focused by the magnetic field generated from the jets. As a result, highly collimated proton jets with high cutoff energy can be produced.