We present the generation of arbitrary order Bessel beams at 0.3 THz through the implementation of suitably designed axicons based on 3D printing technology. The helical axicons, which possess thickness gradients in both radial and azimuthal directions, can convert the incident Gaussian beam into a high-order Bessel beam with spiral phase structure. The evolution of the generated Bessel beams are characterized experimentally with a three-dimensional field scanner. Moreover, the topological charges carried by the high-order Bessel beams are determined by the fork-like interferograms. This 3D-printing-based Bessel beam generation technique is useful not only for THz imaging systems with zero-order Bessel beams but also for future orbital-angular-momentum-based THz free-space communication with higher-order Bessel beams.