Terahertz(THz) wave is an electromagnetic frequency band that has not been fully developed and utilized, but has shown important application value in material science and device testing. However, due to the limit of far-field diffraction, it is difficult for THz wave to be focused into new materials and nano-devices with nanometer or even atomic scale, which greatly hinders the development of THz science and its applications. Recently, to improve the spatial resolution of THz spectroscopy and imaging, near-field microscopy coupled with THz has been developed, which can achieve nanometer to angstrom spatial resolution. This paper summarizes the principle, development process and application examples of THz coupled near-field microscopy, including scanning near-field microscopy and scanning tunneling microscopy, and discusses the future opportunities and challenges in THz near-field microscopy.