Rigid metamaterials were prepared by embedding TiO2 microspheres into polyethylene. These structures exhibit a series of Mie resonances where the lowest-frequency one is associated with a strong dispersion in the effective magnetic permeability. Using time-domain terahertz spectroscopy, we experimentally demonstrated the magnetic nature of the observed resonance. The presented approach shows a way for low-cost massive fabrication of mechanically stable terahertz metamaterials based on dielectric microresonators.