The vast majority of resonant systems show a red-shift for the resonance frequency when a perturbation, e.g., losses, is introduced to the system. In contrast, here we report for the first time, to the best of our knowledge, the experimental demonstration of both red- and anomalous blue-shifting of whispering-gallery modes (WGMs) using dielectric and metallic substrates. The maximum blue-shift is more than three times as large as the expected red-shift, proving that the anomalous blue-shift is more than a peculiar curiosity. The experiments are performed in the terahertz frequency range with coherent continuous-wave spectroscopy. The results establish dielectric and metallic tuning as a novel and viable approach to tune high-quality WGMs and provide valuable insights into the anomalous blue-shift of WGM cavity systems. The tuning capabilities for these compact monolithic resonators are of significant interest for fundamental science and technological applications alike.