Deep learning has been transformative in many fields, also motivating the emergence of various optical computing architectures. Diffractive optical network is a recently-introduced optical computing framework that merges wave optics with deep learning methods to design optical neural networks. Diffraction-based all-optical object recognition systems, designed through this framework and fabricated by 3D printing, have been reported to recognize hand-written digits and fashion products, demonstrating all-optical inference and generalization to sub-classes of data. These previous diffractive approaches employed monochromatic coherent light as the illumination source. Here, we report a broadband diffractive optical neural network design that simultaneously processes a continuum of wavelengths generated by a temporally-incoherent broadband source to all-optically perform a specific task learned using deep learning. We experimentally validated the success of this broadband diffractive neural network architecture by designing, fabricating and testing seven different multi-layer, diffractive optical systems that transform the optical wavefront generated by a broadband THz pulse to realize (1) a series of tunable, single passband as well as dual passband spectral filters, and (2) spatially-controlled wavelength de-multiplexing. Merging the native or engineered dispersion of various material systems with a deep learning-based design strategy, broadband diffractive neural networks help us engineer light-matter interaction in 3D, diverging from intuitive and analytical design methods to create task-specific optical components that can all-optically perform deterministic tasks or statistical inference for optical machine learning.