Nonlinear crystals commonly used in optical rectification for the generation of terahertz (THz) radiation have high refractive indices in the THz frequency range, and thus Fresnel reflection at the crystal-air output surface causes a large part of the generated THz wave to be reflected back into the crystals. Here we report on the design and experimental study of sub-wavelength antireflective micropyramid structures on GaP crystals. Effective medium theory is used to demonstrate the enhancement of THz output by the antireflective micropyramid structures, and further to design the antireflective structures at different frequencies. Several micropyramid structures are fabricated on the output surface of GaP crystals by micromachining, and the correlation between the THz output enhancement and the structure parameters is verified. The agreement between theory and experiment shows that our methodology is applicable to other THz emitters based on optical rectification.