Coherent transition radiation in the terahertz (THz) region with energies of sub-mJ/pulse has been demonstrated by relativistic laser-driven electron beams crossing the solid-vacuum boundary. Targets including mass-limited foils and layered metal-plastic targets are used to verify the radiation mechanism and characterize the radiation properties. Observations of THz emissions as a function of target parameters agree well with the formation-zone and diffraction model of transition radiation. Particle-in-cell simulations also well reproduce the observed characteristics of THz emissions. The present THz transition radiation enables not only a potential tabletop brilliant THz source, but also a novel noninvasive diagnostic for fast electron generation and transport in laser-plasma interactions.