Future technology requires small size wireless sensor networks to operate effectively in habitat monitoring, underground oil reservoirs, natural gas reservoirs, underground water environment, underground soil environment, military applications, weather forecast, earthquake forecast, etc. Small size sensor nodes with the antennas at the same scale have to be deployed in these confined environments. This necessitates the sensor nodes to be operating in the high frequency range. For this reason, in this paper, the propagation based on electromagnetic (EM) waves in the Terahertz band (0.1–1.0 THz) through the air, natural gas and water is analysed. The developed model evaluates the total absorption loss so that an EM wave can experience when propagating through the air, natural gas and water medium. Results show that millimeter Scale Wireless Sensor Networks (MS-WSNs) can communicate through an air, natural gas and water environment. Among those, the frequency window, which provides best performance, has been determined as 0.4 to 0.42 THz for air and natural gas environment. Different path and absorption loss schemes considered, which suggests that the 0.1 to 1.0 THz band is suitable for millimeter scale sensor communications in a medium of air, natural gas and water.