The radio frequency (RF) modulation is a powerful tool, which is used for generating sidebands in semiconductor lasers for active mode-locking. The two-section coupled-cavity laser geometry shows advantages over traditional Fabry-Pérot cavities in the RF modulation efficiency, because of its reduced device capacitance of short section cavity. Further, it has been widely used for active/passive mode-locking of semiconductor diode lasers. For semiconductor-based quantum cascade lasers (QCLs) emitting in the far-infrared or terahertz frequency bands, the two-section coupled-cavity configuration can strongly prevent the laser from multimode emissions. This is because of its strong mode selection (loss modulation), which the cavity geometry introduces. Here, we experimentally demonstrate that the coupled-cavity terahertz QCL can be actively modulated to generate sidebands. The RF modulation is efficient at the frequency that equals the difference frequency between the fundamental and higher order transverse modes of the laser, and its harmonics. We show for the first time that, when the laser is modulated at the second harmonic of the difference frequency, the sideband generation in coupled-cavity terahertz QCLs and the generated sidebands are equally spaced by the injected microwave frequency. Our results, which are presented here, provide a novel approach for modulating terahertz coupled-cavity lasers for active mode-locking. The coupled-cavity geometry shows advantages in generating dense modes with short cavities for potential high-resolution spectroscopy. Furthermore, the short coupled-cavity laser consumes less electrical power than Fabry-Pérot lasers that generate a similar mode spacing.