We designed, fabricated and characterized a nano-periodical highly-efficient blazed grating for extreme-ultraviolet (XUV) radiation. The grating was optimized by the rigorous coupled-wave analysis method (RCWA) and milled into the top layer of a highly-reflective mirror for IR light. The XUV diffraction efficiency was determined to be around 20% in the range from 35.5 to 79.2 nm. The effects of the nanograting on the reflectivity of the IR light and non-linear effects introduced by the nanograting have been measured and are discussed.