Optical elements having an intrinsic anti-reflective sub-wavelength structure (SWS) built into one or more surfaces thereof so that the structure becomes integral part of the surface of the lens. The SWS is in the form of a structure of identical or similar objects such as straight or graded cones, pillars, pyramids, or other shapes or depressions, where the dimensions of the objects and the distances between them are smaller than the wavelength of light with which they are designed to interact. The SWS can be a periodic or random, and can be the same across the entire surface or can vary across the surface so as to correspond with the index of refraction of the lens at that point.