We report on the first use of laser ablation to make submillimeter, broadband, antireflection coatings (ARCs) based on subwavelength structures (SWSs) on alumina and sapphire. We used a 515 nm laser to produce pyramidshaped structures with a pitch of about 320 μm and a total height of near 800 μm. Transmission measurements between 70 and 140 GHz are in agreement with simulations using electromagnetic propagation software. The simulations indicate that SWS-ARCs with the fabricated shape should have a fractional bandwidth response of Δv/vcenter = 0.55 centered on 235 GHz for which reflections are below 3\%. Extension of the bandwidth to both lower and higher frequencies, between a few tens of gigahertz and a few terahertz, should be straightforward with appropriate adjustment of laser ablation parameters.