Grating prisms (grism) designed for near-infrared spectroscopy typically make use of high-refractive index materials such as zinc selenide (ZnSe), at the expense of large Fresnel losses ( 18%). Part of the loss can be recovered by using anti-reflection (AR) coatings. The technique is however considered risky when applied on the ruled surface of a grating, especially for a space application at cryogenic temperature. Such a grism, made of ZnSe and machined at Lawrence Livermore National Laboratory (LLNL) is mounted in the Near-Infrared Slitless Spectrograph (NIRISS) onboard the James Webb Space Telescope (JWST). Its Single Object Slitless Spectrograph (SOSS) observing mode uses the ZnSe grism and a cross-dispersing prism to produce R=700 spectra in orders 1 and 2 to cover the 0.6 to 2.5 microns spectral domain. The ZnSe grism is blazed at 1.23 microns, has a density of 54 lines/mm and its triangular grooves have a depth of 700 nm, a base of 18 microns, with facets angled at 1.9 degrees. Here, an AR coating produced by Thin Film Lab (TFL) and deposited on the ruled surface of a ZnSe grism sample was space qualified. Atomic force microscopy (AFM) showed no groove profile change pre/post coating despite the large relative thickness of the AR coating to that of the groove depth ( 35%). Also, the wavefront error map remained almost unchanged at lambda/8 (peak-to-valley at 632 nm) and survived unscathed through a series of three cryogenic cycles to 20 K. Finally, the transmission gain across our operating spectral range was almost as high as that for a unruled surface covered with the same AR coating (10-15%).