In recent years, metamaterials (MMs) have been widely investigated for their exotic electromagnetic characteristics which cannot be achieved in nature. However, one of the main limitations in traditional metallic-film MMs is a high level of radiation loss in metal and insertion loss of the high-permittivity or thick substrate. Fortunately, all-dielectric MMs with high refractive-index dielectric structures show significantly less material loss than their metallic counterparts. In this paper, an all-dielectric grating is fabricated on a 100-m-thick silicon wafer by using direct-laser-writing technique, and the properties of its Mie resonances are investigated by THz time-domain spectroscopy. Then we measure the spectral response of the all-dielectric grating under the optical modulation by a near-infrared pump-THz probe method. The modulation light source is an 808 nm continuous semiconductor laser with a maximum power (10 W). To give an insight into the underlying mechanisms of the Mie-type resonance effects on the arrayed, silicon pillars, the transmission of the all-dielectric grating is investigated numerically by the finite-element simulations through using CST Microwave Studio. In our experiment, the incident THz magnetic field is along the grating lines. The research results show that three typical Mie resonances are excited from 0 to 1 THz in the all-dielectric structure, and all the three resonant modes are different in the distributions of electric field and magnetic field. Furthermore, it is found that the resonance intensities of these three resonance peaks appear to be weakened variously with the increase of the optical power, and the first resonant peak modulation amplitude maximally reaches more than 50%. Combining the simulation results, we prove that the decrease of Mie resonance intensity under photo-excitation is caused by the absorption and the scattering of the incident THz wave by photo-generated carriers. Besides, we estimate the conductivity values of the all-dielectric grating under different optical excitations and find that the conductivity values reach 1000 S/m and 1500 S/m corresponding to 5 W and 10 W optical excitation, respectively. The estimated conductivity data will play an important role in the prospective optical modulation simulation. All the results mentioned above will provide an important reference for researches on the resonance properties of the all-dielectric metamaterials and the development of related functional devices.