  The values of the nonlinear refractive index coefficient for various
materials in the terahertz frequency range exceed the ones in both visible and
NIR ranges by several orders of magnitude. We report the direct measurement of
the nonlinear refractive index coefficient of liquid water by using the Z-scan
method with broadband pulsed THz beam. Our experimental result shows that
nonlinear refractive index coefficient in water is positive and can be as large
as 3.5$\times$10$^{-10}$ cm$^{2}$/W in the THz frequency range, which exceeds
the ones for the visible and NIR ranges by 6 orders of magnitude.
