As an important mid-infrared to far-infrared optical window, ZnS is extremely important to improve spectral transmission performance, especially in the military field. However, on account of the Fresnel reflection at the interface between the air and the high-strength substrate, surface optical loss occurs in the ZnS optical window. In this study, the concave antireflective sub-wavelength structures (ASS) on ZnS have been experimentally investigated to obtain high transmittance in the far-infrared spectral range from 6 mu m to 10 mu m. We proposed a simple method to fabricate microhole array ASS by femtosecond Bessel beam, which further increased the depth of the microholes and suppressed the thermal effects effectively, including the crack and recast layer of the microhole. The influence of different Gaussian and Bessel beam parameters on the microhole morphology were explored, and three ASS structures with different periods were prepared by the optimized Bessel parameters. Ultimately, the average transmittance of the sample with the ASS microhole array period of 2.6 mu m increased by 4.1% in the 6 mu m to 10 mu m waveband, and the transmittance was increased by 5.7% at wavelength of 7.2 mu m.