In this article, we explore the interplay between the self-pulsations (SPs) and self-mixing (SM) signals generated in terahertz (THz) quantum cascade lasers (QCLs) under optical feedback. We find that optical feedback dynamics in a THz QCL, namely, SPs, modulate the conventional SM interference fringes in a laser feedback interferometry system. The phenomenon of fringe loss in the SM signal - well known in interband diode lasers - was also observed along with pronounced SPs. With an increasing optical feedback strength, SM interference fringes transition from regular fringes at weak feedback (C ≤ 1) to fringes modulated by SPs under moderate feedback (1 < C ≤ 4.6), and then [under strong feedback (C > 4.6)] to a SM waveform with reduced number of fringes modulated by SP, until eventually (under even greater feedback) all the fringes are lost and only SPs are left visible. The transition route described above was identified in simulation when the SM fringes are created either by a moving target or a current modulation of the THz QCL. This SM signal transition route was successfully validated experimentally in a pulsed mode THz QCL with SM fringes created by current modulation during the pulse. The effects of SP dynamics in laser feedback interferometric system investigated in this work not only provides a further understanding of nonlinear dynamics in a THz QCL but also helps to understand the SM waveforms generated in a THz QCLs when they are used for various sensing and imaging applications.