Compound refractive lens (CRL) is used as the X-ray beam focusing device of hard X-ray free electron laser (XFEL) because of its compact structure, tunable focal length and convenient collimation. In order to meet the requirements of XFEL beam focusing with high precision, the performance parameters of CRL made of different materials were analyzed based on the geometric structure design principle of CRL, and it was proved that single crystal diamond material was the preferred material for XFEL beam focusing devices. At the same time, considering the difficulty of the machining characteristics of superhard diamond materials, and the practical problem that low repetition rate and low power titanium sapphire femtosecond laser could not realize efficient machining of large thickness materials, the feasibility of efficient machining of large thickness single crystal diamond materials by high repetition rate and high power fiber femtosecond laser was explored. The research results show that the femtosecond laser precision machining technology with high repetition rate is an effective method to fabricate diamond CRL devices.