We have measured spectra of the absorption coefficient and refractive index of hen egg white lysozyme in the wavenumber region from 7 cm–1 to 50 cm–1 by terahertz (THz) time-domain spectroscopy. From comparison with the results of the inelastic neutron scattering experiment it is concluded that analysis of the THz spectra provides information on the vibrational density of states. We studied temperature dependence of the THz spectra as well as hydration effect on them to discuss structural fluctuation of the protein. We observed dynamical transition at around 210 K for lysozyme.