The research on ferromagnetic materials, especially on ferromagnetic micro-nano materials in terahertz region, has made many achievements which have important potential applications. This article shows the research achievements of the terahertz emission in ferromagnetic thin films and ferromagnetic nanowires employing femtosecond laser pulses, and some ferromagnetic materials interaction with terahertz wave as well. These includes the influences of applied magnetic field and non-magnetic nano-coatings on the attenuation and time delay of terahertz wave transmitted through ferromagnetic particles such as Co and Ni, Faraday rotation in ferrofluid, the magnetic field of terahertz pulses interaction with magnetic moments and negative refraction index of some ferromagnetic thin films in terahertz region. Moreover, two kinds of terahertz functional devices controlled by magnetic field which are composed by artificially designed ferromagnetic materials are introduced. The prospect of the application of ferromagnetic materials in terahertz region is referred at last.