Amid the search for efficient terahertz transmission and gas sensing, all‐polymer terahertz waveguides attract significant interest due to their compactness and capability for providing environmentally robust systems. The high loss within metals and dielectrics in the terahertz range makes it challenging to build a low loss, mechanically stable, and broadband terahertz waveguides. In this context, hollow waveguides made of Zeonex are promising for attaining low transmission loss in the terahertz range. Herein, a microstructured hollow hexagonal‐core fiber (HCF) is investigated, which exhibits low loss, near‐zero dispersion, wide operating bandwidth, and is suitable as a gas sensor. Notably, HCF fabrication is carried out by exploiting an efficient single‐step extrusion method—by a standard filament extruder and a puller; hence the production cost is low compared with conventional extrusion methods. This introduces a novel way of fabricating complex and low‐loss terahertz fibers. The experiments demonstrate that an HCF can achieve remarkably low attenuation and near‐zero flattened dispersion as compared with any other terahertz fibers. The resulting HCFs are easy to handle and have high thermal and chemical stability. These results bring significant advancements for terahertz fiber fabrication, low‐loss ultrafast short‐distance terahertz transmission, and sensing in the terahertz spectral domain.