We demonstrate a wireless transmission link at 3.9 THz over a distance of 0.5 m by employing a terahertz (Hz) quantum-cascade laser (QCL) and a THz quantum-well photodetector (QWP). We make direct voltage modulation of the THz QCL and use a spectral-matched THz QWP to detect the modulated THz light from the laser. The small signal model and a direct voltage modulation scheme of the laser are presented. A square wave up to 30 MHz is added to the laser and detected by the THz detector. The bandwidth limit of the wireless link is also discussed.