We have introduced, for the first time, a protocol for Continuous-Variable Measurement-Device-Independent Quantum Key Distribution (CV-MDI-QKD) in the terahertz (THz) frequency band. We have conducted a secret key rate analysis against collective attacks. The proposed THz CV-MDI-QKD is immune to all detector attacks, significantly enhancing the security assurance of practical THz CVQKD implementations. Furthermore, we investigated the impact of finite key length (the finite-size effect) and finite reconciliation efficiency on the performance of practical THz CV-MDI-QKD systems. Our findings reveal that by employing a large number of keys or signals and optimizing the modulation variance, the detrimental effects arising from the finite-size effect and suboptimal reconciliation efficiency can be notably mitigated. These insights play a crucial role in advancing the feasibility of THz CVQKD technology towards practical applications.