We propose a method to design antireflection structures to minimize the reflection of light beams at the interfaces between a two-dimensional photonic crystal and a homogeneous dielectric. The design parameters of the optimal structure to give zero reflection can be obtained from the one-dimensional antireflection coating theory and the finite-difference time-domain simulations. We examine the performance of a Mach-Zehnder interferometer utilizing the self-collimated beams in two-dimensional photonic crystals with and without the optimal antireflection structure introduced. It is shown that the optimal antireflection structure significantly improves the performance of the device.