We propose a novel class of optical fiber with a porous transverse cross-section that is created by arranging sub-wavelength air-holes within the core of the fiber. These fibers can offer a combination of low transmission loss and high mode confinement in the THz regime by exploiting the enhancement of the guided mode field that occurs within these sub-wavelength holes. We evaluate the properties of these porous fibers and quantitatively compare their performance relative to that of a solid core air cladded fiber (microwire). For similar loss values, porous fibers enable improved light confinement and reduced distortion of a broadband pulse compared to microwires.