We demonstrate exceptionally high slow-neutron diffraction efficiency (≈ 70% of transmitted intensity diffracted to the first order) from a holographic nanodiamond–polymer composite grating of only tens of micrometers thickness at the average neutron wavelength of 5.3 nm. By meticulous choice of materials for extreme refractive index modulation in a thin grating structure, we overcome typical wavelength and angular selectivity issues usually encountered when pursuing high diffraction efficiencies with a thick grating. This achievement paves the way for the implementation of flux-efficient diffractive elements, well-suited for polychromatic beams, and weakly collimated slow-neutron beams.