Sensing and manipulating targets hidden under scattering media are universal problems that take place in applications ranging from deep-tissue optical imaging to laser surgery. A major issue in these applications is the shallow light penetration caused by multiple scattering that reflects most of incident light. Although advances have been made to eliminate image distortion by a scattering medium, dealing with the light reflection has remained unchallenged. Here we present a method to minimize reflected intensity by finding and coupling light into the anti-reflection modes of a scattering medium. In doing so, we achieved more than a factor of 3 increase in light penetration. Our method of controlling reflected waves makes it readily applicable to in vivo applications in which detector sensors can only be positioned at the same side of illumination and will therefore lay the foundation of advancing the working depth of many existing optical imaging and treatment technologies.