Due to unique physical and chemical properties, chemical vapor deposition (CVD) diamond films have the prospect of developing into a next generation optical materials. However, the theoretical optical transmittance of CVD diamond is only 71% due to limitations, so anti-reflection film can be deposited on CVD diamond film and the theoretical optical transmittance of CVD diamond can be effectively improved by changing composition, microstructure and crystal structure of the anti-reflection film. Firstly, the principles of single anti-reflection films on the CVD diamond was introduced, and the advantages and disadvantages of preparing anti-reflection films by physical vapor deposition and chemical vapor deposition were summarized. Then, the recent research progress of nitride, metal oxide and rare earth oxide anti-reflective films etc. on CVD diamond surface was reviewed emphatically. The effects of preparation parameters, heat treatment process, surface modification of substrate and doping process on the microstructure and properties of anti-reflection films were analyzed. In terms of the preparation parameters, optimizing the process of deposition temperature, the pressure of oxygen and heat treatment improved the optical transmittance of the whole anti-reflection film by changing microstructure and crystal structure. Changing the surface structure of substrate was mainly to improve the binding ability of interface by changing the bonding ability between anti-reflection film and substrate. The doping process of rare earth was to improve the optical transmittance of anti-reflective films by changing the chemical composition, and the forming mechanism and effect mechanism of the doping element was pointed out. Finally, the future development trend on CVD diamond surface was prospected.