Femtosecond laser processing technology is an advanced sub-micro-processing technique that enables the non-contact processing of various materials. This technology can be used to apply sub-micro structures for purposes such as hydrophilicity enhancement, optical transmittance improvement, and photonics detection. However, when it comes to processing micro/nanostructures on highly brittle materials using femtosecond lasers, there are challenges such as low processing efficiency, generation of debris, and microcracking. In this paper, we propose a method called the out-of-focus femtosecond laser direct writing technique combined with wet etching. This method offers simplicity, speed, and flexibility in preparing dense, large-area sub-microstructured surfaces on the brittle material sapphire. Our detailed investigation focuses on the impact of laser processing parameters (direct writing period, distance of focusing, direct writing speed, etc.) on the sub-microstructures of Al2O3 surfaces. The results demonstrate that this method successfully creates embedded sub-microstructures on the sapphire surface. The microholes, with a diameter of approximately 2.0 μm, contain sub-micro structures with a minimum width of 250 ± 20 nm. Additionally, we conducted experiments to assess the optical transmittance of sapphire nanostructures in the range of 350–1200 nm, which exhibited an average transmittance of approximately 77.0%. The water contact angle (CA) test yielded a result of 52 ± 2°, indicating an enhancement in the hydrophilicity of the sapphire nanostructures with only a slight reduction in optical transmittance. Our efficient fabrication of sub-microstructures on the sapphire surface of highly brittle materials offers a promising method for the production and application of brittle materials in the field of micro-optics.