Adding dielectric coatings inside the metallic hollow fibers (MHF) is an effective way to reduce the transmission loss. Effects of dielectric coatings on the transmission characteristics of elliptical MHF in the terahertz region are numerically investigated by using finite element method. The dielectric coating changes the transmission modes in the elliptical MHF. Transmission characteristics of the elliptical hollow fiber vary periodically with the frequency owing to the interference effect of the dielectric coating. With the dielectric coating, the elliptical hollow fiber has a longer cutoff wavelength, broader single-mode bandwidth, higher coupling efficiency to the incoming light, and smaller transmission loss. However, it reduces the modal birefringence in the low-loss transmission windows. The results provide an important reference for the fiber design, structure optimization, and fabrication techniques.