Fabrication and terahertz wave properties of alumina micro photonic crystals with a diamond structure were investigated. The three-dimensional diamond structure was designed on a computer using 3D-CAD software. Acrylic diamond structures with alumina particles dispersion were formed by using micro-stereolithography. Fabricated precursors were dewaxed and sintered in the air. The electromagnetic wave properties were measured by terahertz time-domain spectroscopy. A complete photonic band gap was observed at the frequency range from 0.40 to 0.47 THz, and showed good agreement with the simulation results calculated by the plane wave expansion method. Moreover, a localized mode was obtained by introducing a plane defect between twinned diamond structures. The one-way transmission of the electromagnetic wave was realized by using this twinned photonic crystal with the graded diamond structure. They corresponded to the simulation by the transmission line modeling (TLM) method.