Stable MgF2 sols are synthesized by sol-gel method under nitrogen atmosphere at room temperature, with magnesium methoxide and hydrofluoric acid aqueous solution as reactants. Characterized by transmission electron microscopy, MgF2 sols are accumulated by irregular particles of about 10 nm diameter. The X-ray diffraction results that xerogels and films all show tetragonal crystalline MgF2 and the average grain size is about 8.9 nm. With prepared MgF2 sols, MgF2 anti-reflective films are dip-coated on well-polished and well-cleared fluorophosphate glass substrates. Atomic force microscope images of films indicate that the surfaces of films are very smooth, and the root mean square roughness is as small as 1.6 nm. At 351 nm wavelength, the transmittance of fluorophosphate glass coated by anti-reflective film is 6.49% higher than that of the substrate. The laser damage thresholds of films and substrate are both higher than 35 J·cm-2, tested by 351 nm pulse laser (8 ns pulse width).