A single femtosecond laser beam can be focused to process material surfaces. However, the low processing efficiency by a single laser beam prevents broad applications of femtosecond laser surface processing. Here we have demonstrated an array of high-intensity femtosecond laser beams that self-focus in a piece of glass medium, enabling high-efficiency, millimeter scale parallel laser surface processing. Experimental and simulation results suggest that the laser fluence of each focused laser beamlet in the array is more than 1.2 J/cm2, which is sufficient for micro- or nano-structure laser processing. To prove the concept, nanoscale structures on silicon surface are generated by the self-focused laser beam array, which may improve the efficiency of black silicon fabrication for photovoltaic devices.