Due to the ability of accurate fingerprinting and low-ionization for different substances, terahertz (THz) technology has a lot of crucial applications in material analysis, information transfer, and safety inspection, etc. However, the spectral characteristic of atmospheric gas and ionized gas has not been widely investigated, which is important for the remote sensing application. Here, in this paper, we investigate the absorbance of broadband terahertz wave in dense plasma sheet generated by femtosecond laser pulses. It was found that as the terahertz wave transmits through the plasma sheet formed, respectively, in carbon dioxide, oxygen, argon and nitrogen, spectrum presents completely different and frequency-dependent absorbance. The reasons for these absorption peaks are related to the molecular polarity, electric charge, intermolecular and intramolecular interactions, and collisional absorption of gas molecules. These results have significant implications for the remote sensing of gas medium.