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This letter presents an efficient numerical method for the transient analysis of interconnects with frequency-dependent parameters. The development of interconnects model starts from frequency-domain Telegrapher's equations, and the time-domain equations including convolutions are obtained by inverse Laplace transform. Then, the differential quadrature method (DQM) approximates them to a set of ordinary differential equations. The numerical convolution items are calculated by recursive algorithm, which leads to high efficiency of this method. In addition, the model does not use any restrictive assumptions on the frequency dependence of interconnects parameters. A numerical example is presented to demonstrate the accuracy and efficiency of the proposed method.