Femtosecond laser micromachining is a kind of cold working technology, which can overcome the influence of thermal effect. The advantage of this technology in micromachining of the hard brittle materials with high melting point is very obvious, because the edges of the processed materials are very neat and precise. A processing technique of polycrystalline diamond micro-structure by femtosecond laser is proposed to fabricate an X-ray source micro-structure array anode, which consists of metallic target and polycrystalline diamond. The micromachining parameters of polycrystalline diamond by femtosecond laser were studied experimentally. The effect of laser pulse energy, focus objective and scanning number on the morphology and dimension of ablated area was analyzed in detail. Finally, high quality polycrystalline diamond micro-structure arrays with a width of 20 μm and a depth of 45 μm were fabricated by femtosecond laser, and the maximum power density of permissable electron beam on its surface is 12 W/mm2. The polycrystalline diamond micro-structure array can be used for X-ray source with a micro-structure array anode, and can be utilized in X-ray phase contrast imaging for large field of view.