Imaging at terahertz (THz) frequencies offers a great potential for applications including security screening, telecommunications biodetection, and spectroscopy. Some of these applications need specially designed lenses with customized characteristics that are not commercially available. In this letter, we present the THz sieves as a new kind of THz lenses. We demonstrate that these lenses improve the resolution of conventional zone plates constructed with the same level of detail. Amplitude and phase THz sieves were three-dimensional printed and tested experimentally. Excellent agreement was obtained between the experimental and calculated results.