The paper is the first comprehensive study on alpha particle irradiation effects on four mid-IR materials: CaF2, BaF2, Al2O3 (sapphire) and ZnSe. The measurements of the optical spectral transmittance, spectral diffuse reflectance, radioluminescent emission, terahertz (THz) spectral response, transmittance, absorbance, refractive index, real and imaginary parts of the dielectric constant and THz imaging are used as complementary investigations to evaluate these effects. The simulations were run to estimate: (i) the penetration depth, (ii) the scattering of alpha particle beam, (iii) the amount of material affected by this interaction, and (iv) the number of vacancies produced by the radiation exposure for each type of material. The simulation results are compared to the off-line measurement outcomes. The delay and spectral composition change of the reflected THz signal highlight the modification induced in the tested materials by the irradiation process.