Terahertz radiation with a Bessel beam profile is demonstrated experimentally from a two-color laser filament in air, which is induced by tailored femtosecond laser pulses with an axicon. The temporal and spatial distributions of Bessel rings of the terahertz radiation are retrieved after being collected in the far field. A theoretical model is proposed, which suggests that such Bessel terahertz pulses are produced due to the combined effects of the inhomogeneous superluminal filament structure and the phase change of the two-color laser components inside the plasma channel. These two effects lead to wavefront crossover and constructive/destructive interference of terahertz radiation from different plasma sources along the laser filament, respectively. Compared with other methods, our technique can support the generation of Bessel pulses with broad spectral bandwidth. Such Bessel pulses can propagate to the far field without significant spatial spreading, which shall provide new opportunities for terahertz applications.