A new infrared dual-band Petzval objective with single-layer harmonic diffractive element (HDE) is designed, which can work in the 3.4～4.2 μm and 8～11 μm bands. However, it is only at the designed center wavelength that the single-layer harmonic diffractive element possesses the maximum diffraction efficiency, and the diffraction efficiency at the master diffraction order gradually decreases with the deviation of the wavelength from the center to both sides. To improve the diffraction efficiency, the double-layer harmonic diffractive element (HDE) structure is investigated and the optimization procedure is given based on the equation of diffraction efficiency of the double-layer diffractive element. Then the infrared dual-band Petzval objective with double-layer harmonic diffractive element is designed. The diffraction efficiency of the system at each wavelength in the designed 3.4～4.2 μm and 8～11 μm bands is larger than 90%, which improves the image contrast and the imaging quality significantly.