The limit Wigner measure of a WKB function satisfies a simple transport equation in phase-space and is well suited for capturing oscillations at scale of order $O(\epsilon)$, but it fails, for instance, to provide the correct amplitude on caustics where different scales appear. We define the semi-classical Wigner function of an $N$-dimensional WKB function, as a suitable formal approximation of its scaled Wigner function. The semi-classical Wigner function is an oscillatory integral that provides an $\epsilon$-dependent regularization of the limit Wigner measure, it obeys a transport-dispersive evolution law in phase space, and it is well defined even at simple caustics.