We report on the evidence of saturation effects in a rotational transition of CH3OH around 2.5 THz, induced by a free-running continuous-wave quantum cascade laser (QCL). The QCL emission is used for direct-absorption spectroscopy experiments, allowing to study the dependence of the absorption coefficient on gas pressure and laser intensity. A saturation intensity of 25 μW/mm2, for a gas pressure of 17 μbar, is measured. This result represents the initial step towards the implementation of a QCL-based high-resolution sub-Doppler THz spectroscopy, which is expected to improve by orders of magnitude the precision of THz spectrometers.