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A sidewall grating for the Smith-Purcell device is proposed to enhance the coupling of the optical mode with the electron beam and, consequently, relax the stringent requirements to the electron beam. With the help of three-dimensional particle-in-cell simulations, it has been shown that, comparing with the general grating, the usage of a sidewall grating improves the growth rate and dramatically shortens the time for the device to reach saturation. It is also found that the sidewall grating holds the potential to reduce the start current for the operation of a Smith-Purcell backward wave oscillator.