A method of wet coating for applying an anti-reflective film to a substrate comprises the following steps: (1) providing and cleaning a substrate; (2) preparing a coating solution comprised of a highly volatile solvent and a film-forming compound dissolved in the highly volatile solvent; (3) coating the substrate homogeneously with the above coating solution at normal temperature and confirming complete evaporation of the liquid on the substrate at normal temperature to finish a single layer coating without thermal treatment; and (4) repeating the above coating step as required to obtain a desired number of layers.