We developed broadband anti-reflection coating using subwavelength structures on C-cut sapphire. We ablated sapphire using a femtosecond pulsed laser. We have developed a scanning strategy to make the deep structure. We successfully fabricated two saphire samples with arrays of the pyramidal structures over a machined diameter of 34.5 mm. The dimensions of the pyramid are a pitch of 0.54 mm and a height of 2.1 mm. The slope of the pyramid was fine tuned to be a bell shape, which could give better broadband anti-reflection performance compared to other shapes we investigated. The processing time is 10.5 hours for each sample. The number of the fabricated structures are more than 3000 for each samples, and we did not observe any loss of the structure due to the fabrication process. Transmittance measurements agreed with the predictions based on the measured structure shape and we achieved larger than 90% between 40 and 180 GHz. We will discuss the implication of this demonstrated performance in relation to mm-wave quasi-optical element, specifically in the context of astrophysical measurements of the cosmic microwave background radiation.