We compile a sample of 11 Fanaroff-Riley type I Radio Galaxies (FR-I RGs) with multi-wavelength observations to address the dynamic behavior of jets in these objects. Optical images acquired by the Hubble Space Telescope (HST) are carefully analyzed. The method and reduction procedure are described in detail. Unresolved optical cores emerge after having properly removed starlight from the host galaxies in eight of the FR-I RGs, of which five are new identifications. Broad band spectral properties of these newly identified compact cores are compared with that previously found in FR-I RGs, as well as the low-energy-peaked BL Lac objects. The similarity between them argues for the same non-thermal synchrotron origin. Well-resolved optical jets with knotty morphologies are found in three FR-I RGs in our sample, namely 3C 15, 3C 66B and B2 0755+37. The optical counterparts to the inner radio/X-ray jets are identified and a clear one-to-one correspondence between the optical, radio and X-ray knots is found. The structure and information on the optical jets are discussed. Physical parameters such as the knots position, flux and size are also presented. Detailed comparison between the multi-wavelength data and radiative and dynamic models of jet will be made in a forthcoming paper.