We investigate the thermal denaturation of human serum albumin and the associated solvation using terahertz (THz) spectroscopy in aqueous buffer solution. Far- and near-ultraviolet circular dichroism spectroscopy reveal that the protein undergoes a native (N) to extended (E) state transition at temperature ≤55°C with a marginal change in the secondary and tertiary structure. At 70°C, the protein transforms into an unfolded (U) state with significant irreversible disruption of its structures. We measure the concentration- and temperature-dependent THz absorption coefficient (α) of the protein solution using a p-Ge THz difference spectrometer (2.1–2.8 THz frequency range), thereby probing the collective protein-water network dynamics. When the solvated protein is heated up to 55°C and cooled down again, a reversible change in THz absorption is observed. When increasing the temperature up to 70°C, we find a dramatic irreversible change of THz absorption. The increase in THz absorption compared to bulk water is attributed to a blue shift in the spectrum of the solvated protein compared to bulk water. This is supported by measurements of THz absorption coefficients using THz time-domain spectroscopy (0.1–1.2 THz frequency range). We also use picosecond-resolved fluorescence spectroscopy of the tryptophan 214 moiety of human serum albumin. All experimental observations can be explained by a change in the hydration dynamics of the solvated protein due to the additional exposure of hydrophobic residues upon unfolding.