Cylindrical microlens array (CMA) is applied widely in imaging, sensing, and laser machining fields. Among the many techniques for machining CMA, moulding is considered a mass-production method with low-cost and good accuracy. Aimed at the present problems in the machining of CMA moulds, which include low processing efficiency and the prediction of the surface topography, this paper focused on the fabrication of CMA on RB-SiC moulds by precision grinding with micro-abrasive water jet (MAWJ) textured diamond wheels. The combined rough–fine grinding strategy for ceramic mould materials was proposed. The grinding experiments of CMA were carried out. The ultra-precision grinding method was optimized to obtain high shape accuracy and a high-quality surface of RB-SiC moulds. It was found that by using MAWJ-textured diamond wheels, the profile error in the peak-to-valley value (PV) of the CMA moulds can be further reduced to 6.7 μm by using the combined rough–fine strategy grinding process.