Terahertz (THz) spoof surface plasmon polariton (SPP) waveguides can provide subwavelength confinement, which makes it possible for the THz waves to transmit at low loss over long distances along a metallic surface. In this work, an ultra-compact wavelength diplexer formed by THz spoof SPP waveguiding structures is reported on the design and actualization. By adding a certain number of periodic pillars in the coupling part of the directional coupler, the refractive index of the anti-symmetrically distributed odd modes can be engineered, thereby adjusting the coupling length. By adjusting the periodic pillar parameters properly, the SPP modes at two target frequencies will be coupled in the device for an odd or even number of times, so that SPP modes at these two frequencies can be coupled out from different ports. The length of the wavelength diplexer is 1.6 mm, which is about 12.8% of its traditional counterpart. Minimum simulated transmittances of-24.34 dB and-26.27 dB can be obtained at 0.637 THz and 0.667 THz, respectively. The insertion losses at the two operating frequencies are less than 0.46 dB, and the extinction ratios are both better than 19 dB. By cascading the proposed diplexers, a compact wavelength demultiplexer with more channels can be obtained, which has important applications for future THz integrated communication systems.