In this study, a high energy conversion efficient dye-sensitized solar cells (DSSC) was successfully fabricated by attaching a double anti-reflection (AR) layer which is composed of a subwavelength moth-eye structured polymethyl methacrylate (PMMA) film and a polydimethylsiloxane (PDMS) film. The efficiency is up to 6.79%. The moth-eye structured PMMA film was fabricated by using anodic aluminum oxide (AAO) template which is simple, low-cost and scalable. The nano-pattern of AAO template has been precisely reproduced onto PMMA film. The photoanode is composed of Titanium dioxide (TiO2) nanoparticles (NPs) with diameter of 25 nm deposited on the fluorine-doped tin oxide (FTO) glass substrate and the sensitizer N3. The double AR layer can effectively improve the short-circuit current density (JSC) and conversion efficiency from 14.77 to 15.79 mA/cm2 and from 6.26% to 6.79%, respectively.