Since first synthesized in 2011, MXenes have attracted extensive attention in many scientific fields as a new two-dimensional (2D) material because of the unique physical and chemical properties. Over the past decade, in particular, MXenes have obtained numerous exciting achievements in the field of terahertz applications. In this review, we first briefly introduce the MXene materials, such as the basic structure and main fabrication processes of MXenes. Then, we summarize the recent applications of MXene materials in various terahertz research areas, including terahertz modulation, terahertz absorption, terahertz shielding, terahertz communication, terahertz detection and terahertz generation, in which the representative results are presented. Finally, we give an outlook on the future research directions of MXene materials and their potential applications.