In the present work, we have studied the effect of self-focusing and defocusing of Gaussian laser beam on the terahertz (THz) generation in the macroscopic dense array of anharmonic vertically aligned carbon nanotubes (VA-CNTs). The strong transverse nonlinear current is observed by the interaction of Gaussian laser beam with VA-CNTs as the transverse component of nonlinear ponderomotive force experienced by the plasma electrons of VA-CNTs is stronger which is further responsible for the THz generation at the modulation frequency. The anharmonic behavior of VA-CNTs also proved to be crucial in broadening the surface plasmon resonance peaks. The graphical anatomization shows that the self-focusing of the Gaussian laser beam is responsible for many fold enhancements in the THz generation. We have also studied the transient self-focusing of the Gaussian laser beam and its effect on the THz field amplitude.