In this Letter, we show experimentally for the first time, to the best of our knowledge, the possibility to observe the effect of polarization mutual action of three elliptically polarized waves, with one of them at terahertz frequency, when they propagate in the isotropic nonlinear medium. When three light pulses are propagated at frequencies ω, 2ω, and ωTHz through liquid nitrogen, we observed the rotation of the ellipse main axis and the ellipticity change. We have shown that this effect is very well described theoretically in the framework of a physical approach analogous to the self-rotation of the polarization ellipse first described in 1964 by Maker et al., but expanded for the case of multi-frequency interaction.