Nowadays terahertz spectroscopy is a well-established technique and recent progresses in technology demonstrated that this new technique is useful for both fundamental research and industrial applications. Varieties of applications such as imaging, non destructive testing, quality control are about to be transferred to industry supported by permanent improvements from basic research. Since chemometrics is today routinely applied to IR spectroscopy, we discuss in this paper the advantages of using chemometrics in the framework of terahertz spectroscopy. Different analytical procedures are illustrates. We conclude that advanced data processing is the key point to validate routine terahertz spectroscopy as a new reliable analytical technique.