We have developed a cryogen-free, low-temperature terahertz scanning tunneling microscope (THz-STM). This system utilizes a continuous-flow cryogen-free cooler to achieve low temperatures of ∼25K. Meanwhile, an ultra-small ultra-high vacuum chamber results in the reduction of the distance from sample to viewport to only 4cm. NA = 0.6 can be achieved while placing the entire optical component, including a large parabolic mirror, outside the vacuum chamber. Thus, the convenience of optical coupling is much improved without compromising the performance of STM. Based on this, we introduced THz pulses into the tunnel junction and constructed the THz-STM, achieving atomic-level spatial resolution in THz-driven current imaging and sub-picosecond (sub-ps) time resolution in autocorrelation signals during pump-probe measurements. Experimental data from various representative samples are presented to showcase the performance of the instrument, establishing it as an ideal platform for studying non-equilibrium dynamic processes at nanoscale.