The high-efficiency and high-quality fabrication of submicron-precision microholes on sapphire and other ultra-hard materials constitutes a challenging task due to uncontrollable surface damage and difficulty in enhancing microhole depth. Herein, a hybrid approach combining femtosecond laser burst mode with wet chemical etching is proposed, achieving high-quality microhole fabrication at a rate of 4,000 holes per second. Through modulation of burst pulse quantity, the microhole depth is enhanced from 701 to 1140 nm while maintaining processing efficiency. Wet chemical etching with HF is employed to eliminate particulate residues and debris generated during laser processing. The evolution of microhole profile morphology and surface quality under varying etching durations is systematically investigated. Optimal solution concentration and processing time for sapphire laser-induced micro/nano structure etching have been determined. After etching, the surface roughness is reduced from 64.8 nm to 1.4 nm. Compared with single-pulse, the aspect ratio of burst mode is increased from 0.51 to 0.69. Moreover, it has been demonstrated that, with sufficient etching, the Burst mode can also achieve regular microholes comparable to those produced by single-pulse processing. This femtosecond laser burst mode coupled with wet chemical etching demonstrates effectiveness and universality, establishing a viable technical pathway for high-efficiency fabrication of high-quality microholes with submicron precision.