We investigated the complex conductivity spectrum of a Co-doped BaFe$_2$As$_2$ epitaxial thin film in the THz region. In the normal state, the complex conductivity shows a Drude-type frequency dependence, while in the superconducting state, the frequency dependence of the complex conductivity changes to that of a typical superconducting materials. We estimated the magnetic penetration depth at absolute zero to be 710 nm and the superconducting gap energy to be 2.8 meV, which is considered to be the superconducting gap opened at the electron-type Fermi surface near the M point. We succeeded in obtaining the low-energy elementary excitation of a Fe-based superconductor using the electromagnetic method without invoking the Kramers-Kronig transformation.