We experimentally demonstrated that nonlinear filament interaction could spectrally modulate terahertz (THz) radiation generated from asymmetric two-color filaments. It was the spatial plasma density modulation in plasma channels that induced the THz spectral modulation. As a result of optical manipulation of electron density in the filamentary plasma gratings, the proportion of high-frequency THz spectra increased, while that of low-frequency THz spectra decreased, indicating that the increase of free electron density in the filamentary plasma grating brought about THz frequency upshifts.