The rapid spatial guidance of terahertz (THz) radiation is a key problem in modern THz spectroscopy and imaging. Single-crystal α-TeO2 has advanced optical and elastic characteristics. This crystal widely used in acousto-optical devices in the visible and near-infrared (IR) ranges. Its application in the THz frequency range at temperatures of approximately 300 K is limited by high radiation absorption. We studied the electrodynamic characteristics of a paratellurite crystal in a wide frequency region at temperatures ranging from 77 to 300 K using pulsed broadband THz spectroscopy and IR Fourier spectroscopy. The temperature evolution of the complex refractive index, as well as the impact of phonon contributions and second-order processes on the absorption of radiation for polarisation along the crystallographic directions of [001] and [110], was evaluated. It was determined that at temperatures below 100 K, intrinsic absorption processes are significantly suppressed, which is mainly caused by a decrease in first- and second-order phonon contributions. The temperature dependencies of the refraction index and absorption coefficient of paratellurite in the THz range were obtained. We demonstrate that crystal cooling leads to a shift in the high-frequency boundary of the deflected THz radiation from 15 to 40 cm−1 along the [001] crystallographic axis.