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The propagation characteristics of terahertz (THz) flexural waves in mass chain-filled single-walled carbon nanotubes (MCSCs) are studied using a continuum mechanics approach and molecular dynamics (MD) simulations, where each single-walled carbon nanotube (SWCNT) is modeled as a nonlocal Timoshenko beam based on the nonlocal strain gradient theory. The effect of the surrounding elastic medium and the van der Waals (vdW) interactions between the mass chain and the SWCNT on the wave propagation is quantitatively considered in governing equations, respectively. The analytical expressions of two flexural wave branches and the bandgap between the two branches are derived. When combining our MD simulations of the carbon-atom chain-filled SWCNT, the wave within the bandgap disperses rapidly, and the mass chain has a significant influence on the phase velocity of the flexural wave. The present theoretical solution has a high accuracy in a wide frequency range up to the THz region. In particular, the surrounding elastic medium of the MCSCs remarkably affects the phase velocity for low frequencies, but not for high frequencies. The present study indicates that the wave propagation of a SWCNT could be modulated by changing the filled mass chain and the surrounding elastic medium.