By using femtosecond laser filamentation, the drilling of micro-holes in 2 mm thick polymethyl methacrylate materials in the air environment is carried out. During the experiments, the variations of the femtosecond laser filament length with average femtosecond laser power are summarized. The surface morphology and the diameter of the micro-holes are measured by scanning electron microscopy. The hole dimensions, the aspect ratio (depth to diameter) and the taper as a function of laser average power and processing time are analyzed. The results show that with the increase of the average laser power, the diameter and the taper of the holes increase obviously, while the aspect ratio decreases. With the increase of the processing time, the diameter of the holes increases, the aspect ratio decreases, and the taper of the holes increases first and then decreases and then increases, however it keeps an increasing trend in overall.