Terahertz(THz) radiation, a newly developed coherent far infrared source, has been comprehensively applied in investigation on the structure and dynamics characteristic of biological macromolecules. Combining the characteristic of THz spectroscopy, a general review of its application in protein, carbohydrate, DNA, and bio-molecule in liquid water was provided. The problem and the prospect of the THz spectroscopy's application at this stage are also discussed.