Interfacial water plays an important role in the function of biological membranes. However, due to the significant absorption of water on the terahertz wave, it is very difficult to obtain the terahertz transmission spectra of the membrane interfaces. Herein, we develop a system to study the membrane interfacial water by combining the preparation of water droplets in lipid and terahertz time domain spectroscopy. It only needs a few biological samples but has high sensitivity of water state in this method. Based on this system, we have successfully measured the terahertz dielectric spectra of kinds of lipid emulsions. The results revealed that the hydration state and water dynamics upon the membrane interface are dependent on the lipid headgroup components.