We discuss the charge carrier dynamics of the heavy-fermion compound CeCoIn$_5$ in the metallic regime measured by means of quasi-optical THz spectroscopy. The transmittance of electromagnetic radiation through a CeCoIn$_5$ thin film on a dielectric substrate is analyzed in the single-particle Drude framework. We discuss the temperature dependence of the electronic properties, such as the scattering time and dc-conductivity and compare with transport measurements of the sheet resistance. Towards low temperatures, we find an increasing mismatch between the results from transport and Drude-analyzed optical measurements and a growing incapability of the simple single-particle picture describing the charge dynamics, likely caused by the evolving heavy-fermion nature of the correlated electron system.