We demonstrate terahertz scanning microscopy using a dielectric cuboid probe (DCP). The protruding part of the DCP is inserted into a waveguide, which is commonly used in the millimeter- and terahertz-wave bands, to generate a photonic jet. The DCP does not require free-space optics, making the system very compact. The DCP generates a 300 GHz beam with full width at half maximum (FWHM) of less than wavelength (λ) in the region from the surface to 2λ ahead. This relatively longer depth of field (DOF) is a great advantage when the imaging target is covered with dielectric material and the probe head cannot be brought close to the imaging target. Also, this eliminates the need for precise feedback control of the distance between the uneven sample and probe, thus simplifying the microscopy system. Taking with this advantage, we demonstrate depth imaging with longitudinal and lateral spatial resolutions of about 10 µm (λ/100) and less than 1 mm (λ), respectively, by using the phase data in a reflective imaging configuration. This technology is expected to aid the realization of an inexpensive and compact high-resolution microscopy system with large DOF in the millimeter- and terahertz-wave regions.