The non-resonantly enhanced optical transmission phenomenon of sub-wavelength metallic slits on a thin film is significant for broadband light harvesting devices. To improve the efficiency of transmission, in this paper, we propose a compound structure of the tapered metallic slit embedded with rectangular cavity, and its optical properties are investigated by the finite element method. The results show that the compound structure leads to a higher transmission than the tapered metallic slit without rectangular cavity. In addition, the effects of the structure parameters and the position of the rectangular cavity on the transmission property are also studied. These results would be helpful for designing metallic slits with high transmission.