We propose and demonstrate a simple method for cylindrical vector beam generation in the terahertz frequency region using optical rectification in segmented nonlinear crystals with threefold rotational symmetry. We used segmented GaP(111) plates to generate the terahertz cylindrical vector beam, and obtained clear evidence of the beam generation with a terahertz camera. By this method, a broadband terahertz cylindrical vector beam can be generated, and the radial and azimuth modes can be easily switched. We also report on the direct observation of the longitudinal electric field components at the focal point using a terahertz time-domain spectroscopy technique.