The spectral characteristics of aluminium oxide （Al2O3） in broadband terahertz wave range （0.2~3.0 THz） were investigated by using terahertz time-domain spectroscopy （THz-TDS）. The terahertz time-domain spectra of Al2O3 crystal at different azimuthal angles is obtained by changing the angle between the crystal optical axis and the polarization direction of THz pulse. The refractive index and absorption coefficient of o- and e-waves are calculated， and the index ellipse of Al2O3 in THz band is drawn. The experimental results indicate that Al2O3 has large birefringence and low absorption coefficient in THz， with a birefringence as high as 0.36 and an absorption coefficient lower than 5 cm-1. The phase and amplitude of THz pulse can be modulated based on the birefringence of the crystal. Al2O3 crystal can be used as "shaper" of THz pulse， which provides important reference for the application of terahertz wave in ultra-wideband and ultra-high speed communication systems.