Two-dimensional coherent spectroscopy (2DCS) diagnoses a material’s nonlinear optical response with multiple time variables, thus offering information that is inaccessible with conventional linear optical spectroscopy. The 2DCS in the infrared, visible, and ultraviolet frequency range has yielded fruitful results in chemistry and biology. In the terahertz (THz) frequency window, 2DCS has shown its promise in the study of strongly-correlated electronic systems. As a guide to this rapidly developing field, we survey the current status of the theory of THz-2DCS in strongly-correlated electronic systems. We then introduce the basic concepts and theoretical methods of 2DCS, and analyze the main characteristics of the two-dimensional spectra. Finally, we summarize our latest theoretical research in this field.