Terahertz (THz) biophotonics attracts considerable interest as a promising tool for the diagnosis of malignancies with different nosology and localization. Nevertheless, the majority of modern THz spectroscopy and imaging modalities rely on lens- and mirror-based optical systems, which obey the Abbe diffraction limit and provide the spatial resolution of >λ; λ is electromagnetic wavelength. The resolution of several hundreds of microns, or even of several millimeters, strongly limits capabilities of THz technology in malignancy diagnosis, pushing further developments into the realm of sub-wavelength-resolution THz imaging. In our work, we developed a method of THz solid immersion microscopy for continuous-wave reflection-mode imaging of soft biological tissues with a sub-wavelength spatial resolution. In order to achieve strong reduction in the dimensions of beam caustic, an electromagnetic wave is focused into the evanescent field volume behind a medium with a high refractive index. We have experimentally demonstrated a 0.15λ-resolution of the proposed imaging modality at λ = 500 μm. The proposed technique does not involve any sub-wavelength near-field probes and diaphragms, thus, providing high energy throughout. We have applied the developed method for the THz imaging of various soft biological tissues: a plant leaf blade, cell spheroids, tissues of the breast ex vivo, human brain gliomas ex vivo and glioma models from rats ex vivo. The observed results justify the capabilities of the proposed THz imaging modality in biology and medicine.