Time-domain terahertz (THz) spectroscopy is employed to investigate the dielectric response of silicaencapsulated FePt core-shell colloid film in THz region. The absorption of the colloid film increases with the increasing of the frequency, while the refractive index is stable at about 1.85 in the range of 0.85-3.0 THz. The real and imaginary parts of the dielectric constant of the silica@FePt film are demonstrated to be broadband from 0.85-3.0 THz. Small dispersive features can be seen below the frequency of 0.85 THz, which is tentatively attributed to the scattering effect and the polarization relaxation under low frequency with a low dynamic range. A core-shell model combined with Maxwell-Garnett mixing rule has been used to describe the dielectric response of the colloid film, which is necessary for a reasonable explanation of the experimental data as few experiments have been done with the core-shell model employed. In the high-frequency region, the real part of the dielectric constant fits well; however, the imaginary part of the dielectric constant is lower than the experimental data. The difference between the theoretical analysis and the experimental data suggests that the interfacial effect should be paid attention for the core-shell structures as the diffusion of interfacial dipoles could influence the dielectric properties.