Terahertz (THz) imaging provides cutting edge technique in biology, medical sciences and non-destructive evaluation. However, due to the long wavelength of the THz wave, the obtained resolution of THz imaging is normally a few hundred microns and is much lower than that of the traditional optical imaging. We introduce a sub-wavelength resolution THz imaging technique which uses the THz radiation generated by a femtosecond laser filament in air as the probe. This method is based on the fact that the femtosecond laser filament forms a waveguide for the THz wave in air. The diameter of the THz beam, which propagates inside the filament, varies from 20 μm to 50 μm, which is significantly smaller than the wavelength of the THz wave. Using this highly spatially confined THz beam as the probe, THz imaging with resolution as high as 20 μm (~λ/38 at 0.4 THz) can be realized.