Generation and application of energetic, broadband terahertz pulses (bandwidth ~0.1-50 THz) is an active and contemporary area of research. The main thrust is toward the development of efficient sources with minimum complexities-a true table-top setup. In this work, we demonstrate the generation of terahertz radiation via ultrashort pulse induced filamentation in liquids-a counterintuitive observation due to their large absorption coefficient in the terahertz regime. The generated terahertz energy is more than an order of magnitude higher than that obtained from the two-color filamentation of air (the most standard table-top technique). Such high terahertz energies would generate electric fields of the order of MV cm-1, which opens the doors for various nonlinear terahertz spectroscopic applications. The counterintuitive phenomenon has been explained via the solution of nonlinear pulse propagation equation in the liquid medium.