Comparative measurement of dielectric properties of magnesium oxide (MgO), sapphire (Al₂O₃) and lanthanum aluminate (LaAlO₃) were performed from 0.22 to 3 THz at different temperatures with QO-VNA and THz-TDS with good agreement. These materials are candidates for substrates for YBCO high-temperature superconductor detectors. The dielectric permittivity of Al₂O₃ and MgO changes slightly, and their dielectric loss tangents are less than 1×10−5 at low temperatures across a wide frequency range. Conversely, lanthanum aluminate maintained a high dielectric loss tangent across all measured temperature and frequencies. Sapphire and magnesium oxide substrates may be especially suitable substrates for YBCO-based superconducting detectors at terahertz frequencies.