Broadband horn antennae are presented that efficiently couple terahertz radiation between sub-wavelength metal-metal waveguides and free space. Sub-picosecond terahertz pulses were coupled into and out from sub-wavelength parallel-plate waveguides by using the horn antennae in a terahertz time-domain spectrometer. Monolithic antennae were fabricated at the facets of metal-metal terahertz quantum cascade lasers, and laser action was observed for devices emitting at 1.4 THz, 2.3 THz and 3.2 THz. A good far-field laser radiation pattern (FWHM less than 11 degrees) is obtained as a result of the significant expansion of the optical mode by the antenna.