This article discusses the main trends in the development of terahertz (THz) optoelectronics, which bridge the gap between traditional electronics and the unexplored part of electromagnetic spectrum known as the “THz gap”. Each of the THz bands: the submillimeter range (0.1 to 0.3 THz), the low range (0.3 to 1 THz), the midrange (1 to 3 THz), the high range (3 to 10 THz), and the ultrafast range (above 10 THz) requires development of specific research approaches, materials, devices and applications. This article reports on the contribution of SPQEO journal to the development of THz optoelectronics over the past decade, in particular, (i) spintronics phenomena induced by THz radiation in narrow-gap HgCdTe thin films under an external DC electric field; (ii) the possibility of realizing two-color uncooled narrow-gap mercury-cadmium-telluride semiconductor as a direct detection bolometer in the sub-THz range and an IR photoconductor in the 3–10 µm range with the parameters suitable for many applications; (iii) design and fabrication of aspherical polystyrene lenses for the THz range; (iv) the possibility of using the convolutional neural network method for image recognition from THz scanners, etc.