Differentiation is a real operator, that is, it commutes with conjugation,
$$d\overline{\omega} = \overline{d\omega}$$
for every $k$-form. Since you know that $\overline{f(z)}\,dz$ is closed, i.e. $d\bigl(\overline{f(z)}\,dz\bigr) = 0$, the result follows.
Alternatively, use the Wirtinger derivatives,
$$dg = \frac{\partial g}{\partial z}\,dz + \frac{\partial g}{\partial \overline{z}}\,d\overline{z},$$
and note that $f$ being antiholomorphic means $\frac{\partial f}{\partial z} = 0$, so
$$d\bigl(f(z)\,d\overline{z}\bigr) = \bigl(df(z)\bigr)\wedge d\overline{z} = \biggl(\frac{\partial f}{\partial z}(z)\,dz + \frac{\partial f}{\partial \overline{z}}(z)\,d\overline{z}\biggr)\wedge d\overline{z} = 0.$$