Three-dimensional (3D) photonic crystals with a diamond structure made of a dense SiO2 ceramic were successfully fabricated using a CAD/CAM micro-stereolithography and sintering process. The designed lattice constant of the diamond unit cell was 500 mu m and the forming tolerance from 50 vol% SiO2 paste (before sintering) was around 15 mu m. After the SiO2-resin photonic crystals were formed via micro-stereolithography, they were converted to pure SiO2 ceramic photonic crystals of 99% theoretical density by sintering at 1400 degrees C. The electromagnetic wave propagation in these dense SiO2 photonic crystals was measured by terahertz-time-domain spectroscopy. The results showed that the band gap appeared between 470 and 580 GHz in the Gamma-X < 100 > direction, between 490 and 630 GHz in the Gamma-K < 110 > direction, and between 400 and 510 GHz in the Gamma-L < 111 > direction, resulting in the formation of a common band gap in all directions between 490 and 510 GHz. These results agreed well with the band gaps calculated by the plane wave expansion method.