The present invention discloses a Gaussian beam mode filter with a diagonal horn structure and an implementation method thereof. The Gaussian beam mode filter with the diagonal horn structure is designed on the basis of a characteristic that a corrugated horn can generate high-purity hybrid HE11 modes and the principle of antenna reciprocity; when undesired Gaussian beams radiated from an gyrotron output window pass through a first corrugated horn, only a single TE11 mode passes the first corrugated horn; the TE11 mode is subjected to mode conversion of a second corrugated horn, so that highly-pure mixed HE11 modes are generated; and the highly-pure mixed HE11 modes are finally fed into an overmoded waveguide transmission line. With the Gaussian beam mode filter with the diagonal horn structure and the implementation method thereof of the invention adopted, the problem of undesired Gaussian modes of quasi-optical transmission can be solved, the purity of Gaussian modes fed into the transmission line can be effectively improved, and therefore, the high-efficiency transmission of terahertz waves can be realized.