The theory of sub-wavelength diffraction grating is introduced and the latest research of design and fabrication,anti-reflection property,and application of sub-wavelength anti-reflection grating based on nanolithography are reviewed. The feasibility of the sub-wavelength anti-reflection grating used as an optical system reflection reducing element is analysed. The trend of development of sub-wavelength anti-reflection grating to visible light,ultraviolet band,as well as the application of sub-wavelength anti-reflection grating in the field of high-power laser is prospected. It is shown that subwavelength gratings exhibit excellent optical property on antireflective and laser-induced-damage thresholds. And the template gratings will simplify optical system because of its excellent optical property. It can make the fabrication and application of subwavelength grating extend to visible light and ultraviolet using nanolithography.