Undesired reflection caused by impedance mismatch can lead to significant power loss and other unwanted effects. In the terahertz regime, anti-reflection method has evolved from simple quarter-wave antireflection coating to sophisticated metamaterial device and photonic structures. In this paper, we examined and compared the theories and techniques of several antireflection implementations for terahertz waves, with emphasis on gradient index photonic structures. A comprehensive study is presented on the design, fabrication and evaluation of this new approach.