The transmission sinusoidal grating (TSG) shows a different diffraction pattern with conventional black-white transmission grating (BWTG), which can focus the diffraction energy on a higher order and has been widely used in the spectrum instruments. According to the description of the scalar diffraction theory, the numerical simulation for diffraction properties of the TSG has been studied for years. However, the fabrication of the TSG is difficult and seldom reported. In this article, a TSG is designed and an approach of the X-ray LIGA process is used to fabricate the TSG and the device can obtain the brightest diffraction peaks at the ±1 order with the zero-order diffraction peak unobvious on the background for a certain wavelength of the incident light.