Utilizing the time-resolved terahertz spectroscopy， the optical property of platinum selenide （PtSe₂） thin films with different thicknesses in terahertz band are investigated experimentally. As the applied pump fluences increase from 0 to 2 540 μJ/cm²， the conductivity of 11 nm-PtSe₂ film increases and further leading to the attenuation of the transmitted terahertz wave. Conversely， the conductivity of 197 nm-PtSe₂ film decreases with the enhanced pump fluences that induces the increase of the transmitted terahertz wave. These characters enable PtSe₂ thin film to be a photoactive terahertz modulator， which shows an ultrafast （~14 ps） and broadband （0.2~1.8 THz） modulation （15%~35%） of terahertz waves. The research provides a potential PtSe₂-based platform to the active and ultrafast photonic devices at terahertz frequencies.