Modern sources of THz radiation generate high-intensity pulses allowing to observe nonlinear effects in this spectral range. To describe many nonlinear effects theoretically, it is necessary to know the nonlinear refractive index coefficient of optical materials. The work studies the applicability of the Z-scan method to determine the nonlinear refractive index coefficient in the THz frequency range for few-cycle pulses. We have discussed the correctness of the known Z-scan method for calculating the nonlinear refractive index coefficient for broadband THz radiation regarding number of cycles pulses have. We have demonstrated that the error in determining the nonlinear refractive index coefficient is always greater than 70% for true single-cycle pulses. With the increase in the number of oscillations to the measurement error shows strong dependence on the sample thickness and can vary from 2% to 90% regarding the parameters chosen. The fact that such radiation dispersion length is commensurate with the nonlinear length or even less than the latter results in the discrepancy mentioned. It is demonstrated that the decrease in the sample thickness leads to the reduction of the nonlinear refractive index coefficient determination error, and this error is <2% when the ratio between the sample thickness and the pulse longitudinal spatial size is ≤1. This can relate to the fact that the nonlinear effects in such a thin sample occur faster than the dispersion ones.