Laser Beam Machining (LBM) is one of the versatile non-traditional manufacturing processes. Material removal in LBM is based on high heat flux generated by laser beam which melts and vaporizes the workpiece material in the focused point. Laser Beam Machining process can shape almost all range of engineering materials from metallic alloys to non-metallic alloys as well as composite materials. But one of the main limitations of laser beam machining is the machining of reflective materials. When laser beam is focused on the reflective surface, part of the energy is reflected by the surface and the remaining is absorbed. In this study, an attempt has been made to increase the absorptivity of the reflective material by coating anti-reflective coating on the surface of the material. Glass has been used as reflective material in this study because of its extensive applications in the micro-opto-electro-mechanical systems. The optimal machining depends on both laser parameters and properties of the workpiece material. There are number of laser parameters that can be varied in the laser machining process. It is difficult to find optimal laser parameters due to mutual interaction of laser parameters. A statistical study based on design of experiment (DoE) has been made to study the effect of anti-reflective coating and parameters like laser power, laser scanning speed, angle of inclination of the workpiece on depth of the slot, width of the slot, aspect ratio and material removal rate (MRR) in the laser machining process using 2k factorial design and ANOVA. On an average 4 times increase in depth of the slot, 2 times increase in width of the slot and 7 times increase in the MRR was observed in the glass work samples with anti-reflective coating when compared to glass work samples without anti-reflective coating.