The terahertz (THz) transmission properties of a single sub-wavelength circular hole in the free-standing metal foil are experimentally investigated. A THz time-domain spectroscopy (THz-TDS) is utilized to measure the transmission coefficient from 0.2 to 2.2 THz. The transmission coefficients for the aperture with different diameters ranging from d=150 to 500 microns are presented. The results indicate that the samples change the temporal and spectral characteristics of the incident THz pulses. In particular, there is a remarkable stop band for d=150 microns in the transmission spectrum which the conventional diffraction theory cannot explain. Further theoretical analysis is necessary.