The optical properties of parabolic cone array microstructure of zinc selenide are researched by finite-difference time-domain method. The effects of microstructure parameters, such as period, height, filling factor, and profile shape on the reflectivity are discussed. Structural parameters corresponding to good antireflection effect are obtained. The parabolic cone period microstructure is prepared by twice interference lithography and reactive ion etching technology according to the simulated results. The surface morphology is analyzed by field emission scanning electron microscopy, and the transmittances of the zinc selenide with double-sides polished and single-side microstructures are respectively measured with the utilization of the Fourier transform infrared spectrometer. The measured results illustrate that the average transmittance of samples with single-sided microstructure is 10% higher than that of double-sided polished zinc selenide at 2-5 μm wavelengths, and the transmittance reaches a maximum value of 82% at 2.3 μm.