The properties of the solvation shell surrounding biomolecules in a solution are fundamental to understand the modifications in the dynamics of the water molecules by peptides and proteins. The dynamics of the hydrogen bonding network typically occurs at the picosecond time scale, so terahertz spectroscopy is a unique tool to investigate the solvation shell. Here, we present the terahertz measurements of the refractive index and extinction coefficient of solutions of biomolecules of various molecular weights. We observe a clear correlation between the terahertz dielectric properties and the weight of the molecules. A three-component model is developed to analyze the relative contributions of the solute and the solvation shell to the total dielectric values. We find that the amino acids and short peptides (small molecules) domains are mainly governed by the solvation shell, whereas the solute properties are also implied in the protein domain (big molecules).