Methods of terahertz BWT spectroscopy and optical ellipsometry in the range of frequencies from 0.3 THz to 1000 THz (10-33000 cm^-1) at temperatures of 5-300 K were used for the first time to measure spectra of the electrodynamic response of a spin glass of composition Au-Fe (6 at % Fe). In the spin-glass state, at T < 100 K, dispersion of the dynamic conductivity has been discovered in the vicinity of a frequency of 0.5 THz, whose origin is ascribed to the appearance of a mobility gap in the subsystem of free electrons involved into RKKY interaction between the magnetic centers of Fe. It has been established that at 300 K the spectra of Au and AuFe have a shape typical of metals; the microscopic parameters of charge carriers, i.e., the relaxation frequency and plasma frequency, have been determined.