Excitons in Cu2O have attracted significant attention due to their peculiar properties, such as the remarkable Rydberg series with the principal quantum number extending up to 30[1, 2] and the realization of Bose-Einstein condensation[3]. We report on time-resolved nonlinear terahertz spectroscopic study of optically excited nonequilibrium states in Cu2O. Terahertz harmonic generation is observed and investigated as a function of the fluence of the optical excitation and by varying the delay between the optical excitation and the terahertz driving pulse. Our time-resolved spectroscopic techniques allow us to associate the observed nonlinear terahertz responses with different processes of exciton-related dynamics.