The modulation of dielectric constant and loss at terahertz (THz) frequency of CaCu₃Ti₄O₁₂ (CCTO) ceramics is achieved by doping Nd₂O₃. Nd₂O₃ doped CCTO samples are prepared by solid-state reaction method. Structure analysis shows that the Nd ions do not affect the basic crystalline structure of CCTO. With the help of morphologic characterization, one can find that grain size increases when increasing the concentration of Nd2O3 first. But it decreases when the concentration of Nd₂O₃ exceed 0.6 % (mass fraction). An evident refinement effect occurs when the concentrations of Nd₂O₃ increases monotonically. THz spectroscopic measurement shows that the variation of real part of dielectric constant is contrary to that of grain-size of CCTO, while the loss variation is in agreement with the trend of grain-size variation. The results indicate that the dielectric constant at THz frequency of CCTO ceramics can be modulated effectively by doping Nd₂O₃.