The non-resonantly enhanced optical transmission phenomenon of sub-wavelength metallic slits on a thin film is significant for broadband light integrated devices. In order to improve the EOT characteristics of sub-wavelength metallic slits further more, in this paper, wedge-shape metallic slits array embedded with rectangular cavities structure is proposed and its transmission properties are investigated using the finite element method. The results show that wedgeshape metallic slits array can achieve higher transmission compared with straight slits array embedded with rectangular cavities and the light is strongly localized and enhanced at the slit exits. We describe the phenomenon with a transmission line model. The width of entrance of the slit influences the transmission property: the transmittance can be 94%, after optimizing the structure parameters, with the widths 150nm and 30nm at the entrance and exit of the slit, respectively. The thickness of metal film influences the transmission peak position and transmission rate: when the increase of the thickness of the metal film, the transmittance increases and the transmission peak is red-shift, however, the law of long wavelength range is opposite. In addition, the effects of structural period of wedge-shaped slits embedded with rectangular cavities structure on the transmission property are also studied. These results would be helpful for optical signal transmission and the design of near field optical conductor devices with higher transmission capability.