Terahertz (THz) solid immersion microscopy is a modality of THz imaging, which allows one to overcome the Abbe diffraction limit and provides high energy efficiency due to the absence of subwavelength apertures and probes in an optical scheme. It exploits the effect of a reduction in dimensions of electromagnetic-wave caustic, when it is formed in free space, at a small distance (<λ, where λ is an electromagnetic wavelength) behind a material with high refractive index. In our previous study, we introduced an original arrangement of the THz solid immersion lens (SIL), which provides superior spatial resolution of 0.15λ and is capable of imaging soft biological tissues. We applied the finite-difference time-domain technique for solving Maxwell’s equations in order to estimate the resolution limit and the depth of field for the proposed SIL arrangement as well as to define the confidence intervals for the alignment of optical elements. Next, we described the continuous-wave THz solid immersion microscope, which relies on the proposed SIL and exploits a backward-wave oscillator and a Golay cell as an emitter and a detector, respectively. Finally, we studied experimentally the spatial resolution of this microscope and visualized several representative objects featuring subwavelength structural inhomogeneities. The observed results revealed potential of the THz solid immersion microscopy in nondestructive testing and biophotonics.