Because of the reflection on the surface of the gratings, the transmittance of the components can not meet the requirement of the inertial confinement fusion(ICF) system. To resolve the problem, this paper introduces a kind of scheme adopting coating to reduce the reflection of the gratings' surface. The characteristics of beam sampling grating(BSG) with anti-reflection sol-gel coating are analyzed using the rigorous coupled-wave theory. The anti-reflection characteristics of the BSG with conformal anti-reflective(AR) coating and planar AR coating are discussed in detail. The results show that the planar AR coating eliminates the reflection of the gratings' surface drastically. The validity of the anti-reflection technology is distinct in the application in the high power laser propagation