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The optical properties of thin films of the heavy-fermion compound CeCoIn5, which were deposited by molecular beam epitaxy onto MgF2 substrates, have been studied at frequencies 7 to 45 cm-1 (corresponding to 0.2 to 1.3 THz) and temperatures 2 to 300 K. We observe an electrodynamic behavior which is typical for heavy fermions, namely Drude-like conductivity with a relaxation rate at rather low frequencies. This relaxation rate increases almost linearly with temperature up to at least 30 K. The coherent heavy-fermion state, characterized by an increase of the effective mass, continuously evolves upon cooling and is not fully developed for temperatures as low as 5 K.
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