In the terahertz band, high-resistivity silicon and sapphire are commonly used as substrates for terahertz devices owing to their low absorption, high resistivity, and low spectral dispersion. However, the high refractive index results in most of the incident terahertz waves being reflected at the interface, leading to a reduced wave transmittance and a potential Fabry-Perot resonant cavity effect, limiting the operating bandwidth and sensitivity of the terahertz device. To reduce the reflection of terahertz waves at the interface, this study proposes a three-layer anti-reflection structure. By using the transfer matrix method (TMM) in MATLAB and the finite-difference method in the time-domain (FDTD) in electromagnetic simulation, Mylar/Al₂O₃/AlN is selected as the anti-reflection structure in the terahertz range. The simulation results show that this structure can maintain a reflectivity <-20 dB in the range of 275~405 GHz. Furthermore, the terahertz detector applying this anti-reflection structure exhibits a -3 dB bandwidth enhancement of >50 GHz and a 3.2-fold increase in responsivity at 340 GHz. Additionally, the structure has a straightforward and cost-effective fabrication process, providing an economical and effective solution for broadband reflection reduction in the terahertz band.