With the development of ultrafast laser technique and deeper understanding of the terahertz (THz)electromagnetic wave, THz time domain spectroscopy (THz-TDS)has become a novel and rapidly developed technique. It has been applied in many fields such as biomedical diagnostics, semiconductor wafer diagnostics, and inspection of artwork. However, the achieved spectrum will exhibit strong oscillations when it is measured in air environment due to the absorption of water vapor. In the present paper, spectra in the range of 0.2-1.9 THz for seven kinds of samples were measured by THz-TDs in both nitrogen and air environment. The wavelet transform was used to process the data measured in the air environment to eliminate the influence of water vapor. The feasibility of this method was demonstrated by the experimental results.