We present physical properties of radio galaxies (RGs) with f_1.4GHz_>1mJy discovered by Subaru Hyper Suprime-Cam (HSC) and Very Large Array Faint Images of the Radio Sky at Twenty-Centimeters (FIRST) survey. For 1056 FIRST RGs at 0<z<=1.7 with HSC counterparts in about 100deg^2^, we compiled multi-wavelength data of optical, near-infrared (IR), mid-IR, far-IR, and radio (150MHz). We derived their color excess (E(B-V)_*_), stellar mass, star formation rate (SFR), IR luminosity, the ratio of IR and radio luminosity (q_IR_), and radio spectral index ({alpha}_radio_) that are derived from the spectral energy distribution (SED) fitting with CIGALE. We also estimated Eddington ratio based on stellar mass and integration of the best-fit SEDs of active galactic nucleus (AGN) component. We found that E(B-V)_*_, SFR, and IR luminosity clearly depend on redshift while stellar mass, q_IR_, and {alpha}_radio_ do not significantly depend on redshift. Since optically faint (i_AB_>=21.3) RGs that are newly discovered by our RG survey tend to be high redshift, they tend to not only have a large dust extinction and low stellar mass but also have high SFR and AGN luminosity, high IR luminosity, and high Eddington ratio compared with optically bright ones. The physical properties of a fraction of RGs in our sample seem to differ from a classical view of RGs with massive stellar mass, low SFR, and low Eddington ratio, demonstrating that our RG survey with HSC and FIRST provides us curious RGs among entire RG population.