Terahertz (THz) region occupies the portion of the electromagnetic spectrum between the infrared and microwave bands, with the frequency range from 0.1THz to 10THz (10×1012Hz). Because THz radiation was difficult to generate and detect, the characters of THz had been unknown for a long time. Now, there are two primarily classes method to generate and detect THz wave, including continues THz wave system and pulsed THz system. Among them, pulsed THz system is based on ultra-fast pulsed generation and detection using mode-locked lasers which only became commonly available in the late 1980s. Relying on pulsed THz system, THz pulse spectroscopy, also called THz time-domain spectroscopy (THz-TDS) has been applied in study of the characters of materials over the last decade. In such a short period, because of the large variety and complicacy of big bio-molecules, many different THz pulse spectroscopy methods have been developed to study their collective vibration modes, but not been systematically summarized yet. In order to promote the THz pulse spectroscopy, this paper provides a general review of the achievements using the technology in study of biological molecules, particularly focusing on the technology and the advancement in sample preparation, optical path design, data processing and spectrum analysis.