High quality CdSe single crystal with diameter of 37 mm was grown by the modified vertical unseeded sublimation method, and the embryo of CdSe wave plate with size of 20 mm×20 mm×3 mm was cut along the optical axis. After grinding and polishing, the infrared transmittance test results show that the transmittance of the CdSe wave plate in the range of 6-12 μm was about 70%. In order to further increase the transmittance of the CdSe wave plate, the Essential-Macleod software-assisted design solution was adopted. YF3 and ZnS were selected as the two-layer anti-reflection coating materials, and the optimal film thickness was obtained. The coated CdSe wave plate had a transmittance of 90% in the 6-12 μm band, and the highest transmittance at 10.5 μm, with a peak of 99%.