We present a multi-depth phase modulation grating (MPMG) in the terahertz range making real-time multichannel Fourier-transform spectroscopy available in a stationary manner. The calculation of the Fraunhofer diffraction field distribution and diffraction efficiency of an MPMG indicates that the zeroth-order diffraction light of an MPMG carries phase information and its diffraction intensity is modulated by the groove depth. A good agreement is found between the measurements of the 0th- and ±1st-order diffraction efficiency at 0.5 and 0.34 THz and the simulation. The frequencies of the terahertz source retrieved from the zeroth-order diffraction intensity at 0.5, 0.4, and 0.34 THz are identical to the actual frequencies.