MnZn ferrite thin films were deposited on p-Si substrate and used as the dielectric layer in the graphene field effect transistor for infrared and terahertz device applications. The conditions for MnZn ferrite thin film deposition were optimized before device fabrication. The infrared properties and terahertz wave modulation were studied at different gate voltage. The resistive and magnetic MnZn ferrite thin films are highly transparent for THz wave, which make it possible to magnetically modulate the transmitted THz wave via the large magnetoresistance of graphene monolayer.