The terahertz differential time-domain spectroscopic method is applied to characterize the dielectric and optical properties of a variety of thin films at terahertz frequency. The results of several samples including silicon dioxide, parylene-n polymer film, tantalum oxide film, and protein thin layer samples were presented. The dielectric property of silicon dioxide thin film is well fitted to that of a bulk. The dielectric properties of parylene-n thin films show good agreement with the result measured by the goniometric terahertz time-domain spectroscopy. The dielectric and optical properties of the tantalum oxide show reasonable data with previously available data. Some properties in thin films are slightly different from the bulk materials. The origin of this discrepancy is considered due to fine grain formation, mechanical stresses, formation of interfacial layers, or rough interfaces during thin-film deposition process. The terahertz differential time-domain spectroscopy may be applied to the measurement of the dielectric and optical properties of thin films (nanometer to micrometer) of several materials, which cannot be done by any other method.