The anti-reflection properties of hard material surfaces are of great significance in the fields of infrared imaging, optoelectronic devices, and aerospace. Femtosecond laser processing has drawn a lot of attentions in the field of optics as an innovative, efficient, and green micro-nano processing method. The anti-reflection surface prepared on hard materials by femtosecond laser processing technology has good anti-reflection properties under a broad spectrum with all angles, effectively suppresses reflection, and improves light transmittance/absorption. In this review, the recent advances on femtosecond laser processing of anti-reflection surfaces on hard materials are summarized. The principle of anti-reflection structure and the selection of anti-reflection materials in different applications are elaborated upon. Finally, the limitations and challenges of the current anti-reflection surface are discussed, and the future development trend of the anti-reflection surface are prospected.