Reinforcement learning is able to obtain generalized low-level robot policies on diverse robotics datasets in embodied learning scenarios, and Transformer has been widely used to model time-varying features. However, it still suffers from the issues of low data efficiency and high inference latency. In this paper, we propose to investigate the task from a new perspective of the frequency domain. We first observe that the energy density in the frequency domain of a robot's trajectory is mainly concentrated in the low-frequency part. Then, we present the Fourier Controller Network (FCNet), a new network that utilizes the Short-Time Fourier Transform (STFT) to extract and encode time-varying features through frequency domain interpolation. We further achieve parallel training and efficient recurrent inference by using FFT and Sliding DFT methods in the model architecture for real-time decision-making. Comprehensive analyses in both simulated (e.g., D4RL) and real-world environments (e.g., robot locomotion) demonstrate FCNet's substantial efficiency and effectiveness over existing methods such as Transformer, e.g., FCNet outperforms Transformer on multi-environmental robotics datasets of all types of sizes (from 1.9M to 120M).