Spin Hall magnetoresistance (SMR) is a cornerstone effect in spintronics, enabling the electrical readout of magnetic states through spin-orbit coupling at interfaces. Despite its widespread use, experimental studies of SMR are limited to static (DC) or low-frequency (GHz) regimes, leaving the ultrafast dynamics of interfacial spin transport in the terahertz (THz) frequency window entirely unexplored. Here, we report the observation of SMR spanning from DC to 1.5 THz in the model SMR system YIG/Pt, bridging the divide between electronic transport and THz optics. We demonstrate that the SMR response exhibits a pronounced low-pass behavior, decreasing significantly with frequency and vanishing above 1.5 THz. Through a dynamic model, we reveal that this unexpected spectral decay arises from a fundamental competition between two distinct interfacial spin-magnetization coupling mechanisms: the frequency-independent coherent spin torque, and an incoherent torque mediated by thermal magnons. Our analysis shows that the reduced THz SMR signal reflects the nonzero response time of the magnon chemical potential, which facilitates the increased outflow of incoherent magnons through the interface at high frequencies. These results resolve the microscopic nature of spin-torque generation at ultrafast timescales. Crucially, this work establishes THz SMR as a powerful, non-contact methodology capable of probing spin-magnon coupling in magnetic thin films, providing the essential tool for advancing the next generation of spintronic devices, particularly those based on high-frequency antiferromagnets and emerging altermagnetic materials.