The paper reports the temperature-dependent time domain terahertz spectroscopy of premium aqua-soluble and plastic explosives such as NH4NO3, TNT, and RDX between 0.1 and 2.2 THz. Tunable terahertz radiation was generated using ZnTe crystal as a source, and a photoconductive antenna was used as a detector. The temperature-dependent study was carried out between 30°C and 200°C in a specially designed oven. The signature peaks of RDX and TNT present at 0.82 and 1.60 THz, respectively, show a strong redshift, whereas the NH4NO3 molecule shows a comparatively small shift. The high-temperature-based redshift phenomenon is just the opposite of the blueshift recorded at low temperatures. In addition, the temperature-dependent absorption coefficient data of these molecules support the change in the concentration of the NO2 molecule. We have also ascertained the temperature-dependent refractive indices of these molecules between 0.1 and 2.0 THz, which confirms the effect of temperature on the refractive indices. Finally, the signature peak of RDX with respect to the reduction in the weight concentration of RDX in the Teflon matrix was studied at 0.82 THz.