The diffraction characteristics of the convex blazed grating are investigated by using rigorous coupled-wave analysis. The convex blazed grating with a central period of 2.45 μm, a curvature radius of 51.64 mm, and an aperture of 17 mm is fabricated by using holographic lithography-scanning ion beam etching method. The blazed angle is 6.4°, and the vertex angle is 141°. The results show that the first-order diffraction efficiency of the proposed grating is greater than 40% in the whole visible and near-infrared band, and the first-order diffraction efficiency at blaze wavelength is greater than 75%.