We have measured the complex dynamical conductivity, σ = σ1 + iσ2, of superconducting Ba(Fe0.9Co0.1)2As2 (Tc = 22 K) at terahertz frequencies and temperatures 2 -30 K. In the frequency dependence of σ1 below Tc, we observe clear signatures of the superconducting energy gap opening. The temperature dependence of σ1 demonstrates a pronounced coherence peak at frequencies below 15 cm −1 (1.8 meV). The temperature dependence of the penetration depth, calculated from σ2, shows power-law behavior at the lowest temperatures. Analysis of the conductivity data with a two-gap model, gives the smaller isotropic s-wave gap of ∆A = 3 meV, while the larger gap is highly anisotropic with possible nodes and its rms amplitude is ∆0 = 8 meV. Overall, our results are consistent with a two-band superconductor with an s± gap symmetry.