Three-dimensional direct laser writing via two photon polymerization is used to fabricate anti-reflective structured surfaces composed of sub-wavelength conicoid features optimized to operate over a wide bandwidth in the near-infrared range from 3700 cm$^{-1}$ to 6600 cm$^{-1}$ (2.7 to 1.52 $mu$m). Analytic Bruggemann effective medium calculations are used to predict nominal geometric parameters such as the fill factor of the constitutive conicoid features of the anti-reflective structured surfaces presented here. The performance of the anti-reflective structured surfaces was investigated experimentally using infrared transmission measurements. An enhancement of the transmittance by 1.35% to 2.14% over a broadband spectral range from 3700 cm$ ^{-1} $ to 6600 cm$^{-1}$ (2.7 to 1.52 $mu$m) was achieved. We further report on finite-element-based reflection and transmission data using three-dimensional model geometries for comparison. A good agreement between experimental results and the finite-element-based numerical analysis is observed once as-fabricated deviations from the nominal conicoid forms are included in the model. Three-dimensional direct laser writing is demonstrated here as an efficient method for the fabrication and optimization of anti-reflective structured surfaces designed for the infrared spectral range.