Extreme ultraviolet (XUV) comb is a newly developed coherent laser source in the extreme ultraviolet region. It has numerous applications not only in the field of precision spectroscopic measurement but also in strong field physics. The out-coupling methods for XUV comb are extremely crucial in building an XUV comb as they determine the out-coupling efficiency, light intensity, and spectral range of the comb. Based on a home-build XUV comb system, we use the Brewster plate and the self-designed micro-nano grating to out-couple the generated XUV light. With both methods, we can obtain harmonics with a power of microwatt level. Comparing the two methods, we can obtain higher harmonic power and better spatial structure with the micro-nano grating method, while it is easier to obtain, install, clean, and replace the Brewster plates. However, as a transmitting optical element, it introduces nonlinear effects and thus hinders the performance of the XUV comb setup. Our study provides important information for building an XUV comb setup with outstanding performance.