Oil yield is an important indicator for oil shale to optimize the comprehensive utilization. Generally, oil shale is highly anisotropic owing to the combined effects similar to shale. In this paper, THz-TDS was employed to investigate the anisotropic response of oil shale samples from Longkou, Yaojie, and Barkol with different oil yields. All the samples had significant anisotropy of the refractive index (n) and absorption coefficient (alpha) with symmetries at a location of 180 degrees, which corresponded with the bedding plane and the partial alignment of particles. Additionally, the D values of experiment n in the vertical and parallel directions of the bedding plane were calculated as Delta n' = n(perpendicular to) - n(parallel to), and samples from Beipiao and Huadian were also tested in the horizontal and vertical directions for a sufficient number of THz parameters. Linear regression was built between the Delta n' of the samples from five regions and the oil yield, described as y = 60.86x+3.72 for oil yield (y) and An' (x), with the correlation coefficient R equaling 0.9866, and the residual sum of squares was 1.182, indicating THz technology could be an effective selection for evaluating the oil yield of oil shale.