Terahertz wave refers to the electromagnetic wave with the frequency range from 0.1~ 10 THz, which shows its unique advantages in the non-destructive testing of substances due to its characteristics such as low energy and fingerprint spectrum. In this paper, we mainly take the phase state (gas, solid, liquid) of substances as a classification, and review the research progress of terahertz spectroscopy detection technology in recent years.Firstly, we introduce the principle of terahertz spectroscopy technology, which includes the emission and detection of terahertz waves. Currently, the optical methods commonly used to generate terahertz waves are photoconductive antennas, optical rectification, and optical filament radiation. The types of terahertz detectors are zero-difference detectors, heterodyne detectors and photodetectors. However, if you want to detect the amplitude and phase information of terahertz waves at the same time, you need to use optoelectronic technology, and the commonly used optoelectronic techniques are electro-optical sampling and photoconductive sampling. In the context of terahertz time-domain spectroscopy, terahertz spectroscopy is defined as the technique of generating and detecting terahertz pulses in a synchronised, coherent manner using visible or near-infrared laser pulses.Secondly, since the energy required for molecular rotation is on the order of millielectron volts, which corresponds exactly to the order of the single-photon energy of terahertz radiation, the purely rotational characteristic absorption peaks of many gas molecules are in the low terahertz frequency band. At the same time, due to the differences between the structures of gas molecules, the positions and intensities of their absorption peaks in the terahertz bands also differ greatly. Therefore, terahertz spectroscopy has obvious advantages in the accuracy and sensitivity of gas detection. We introduce the research progress of terahertz spectroscopy for gas detection in recent years, such as water vapour, multi-component gases and so on.Thirdly, many substances have characteristic absorption peaks in the terahertz band, which is mainly due to the fact that the energy required for intramolecular and intermolecular motions of many substances overlaps significantly with the terahertz band, such as molecular low-frequency vibrations and lattice vibrations, and thus this property can be exploited for the analysis of the composition of substances. As for the terahertz characteristic absorption peaks measured in experiments, researchers often use theoretical calculations based on density flooding to explain the origin of terahertz vibrational properties. We have introduced the detection of solid structures and compositions by terahertz spectroscopy in recent years from several applications, such as pharmaceuticals, agricultural crops, magnetic materials, etc.Fourthly, since the response frequency of hydrogen bonding corresponds to the terahertz band, when terahertz waves pass through the network structure of water molecules, the hydrogen-bonded network structure of water molecules resonates and relaxes, resulting in a strong absorption of terahertz waves. Taking advantage of this property, terahertz waves can be used for the detection of water content in liquids on the one hand, and the detection of hydrogen bonding network structures in liquids on the other. We present the research progress in recent years on the use of terahertz waves for water content detection in substances and the detection of hydrogen bonding network structures in liquids.Finally, a short summary and outlook are given. Terahertz spectroscopy has shown unique advantages in substance detection, but it still has great potential for development.