We first demonstrate the Terahertz quasi-zero-order Mathieu-Gaussian beams with a 0.1-THz continuous wave. To generate these beams, two diffractive elements, a cylindrical lens and an axicon bearing specific phases are fabricated via 3D printing technology. The related numerical simulations are conducted to study intensity distributions and properties on non-diffraction and self-healing of THz quasi-zero-order Mathieu beams in free space. Experimental results are in good agreement with numerical ones. Based on the characteristic of terahertz Mathieu beams, they can be applied to terahertz linear array imaging system and terahertz communication.