We investigate the terahertz (THz) nonlinear absorption characteristics in a thin Al2O3 crystal using nonlinear THz spectroscopy. A THz saturable absorption performance with a high modulation depth (27.5%) and a relatively low saturable intensity (6.99 µJ/cm2) of Al2O3 is revealed, covering the THz spectrum from 0.1 to 8 THz. The inevitable presence of oxygen vacancies and impurities in Al2O3 single crystal results in the existence of free electrons within the conduction band. The transmission enhancement can be described by the change of the mobility of electrons due to intervalley scattering induced by THz pulses, based on first-principles calculations. Therefore, Al2O3 crystals have promising application potential in mode-locked devices for directly delivering broadband ultrashort THz pulses.