Ensuring a high accuracy when measuring the parameters of devices under testing is an important task when conducting research in the terahertz-frequency range. The purpose of this paper is a practical study of the thermal drift errors of a vector network analyzer using low-terahertz-frequency extender modules. For this, the change in the measurement error, which is a function of time, was analysed using system, based on Keysight N5247B vector network analyzer and covering the frequency ranges of 220–330 GHz, 500–750 GHz, and 750–1100 GHz. The results of our experiment showed that the measurement error decreased rapidly during the first half hour of warm-up and stabilized by 3 h after turning on the equipment. These results allow for an estimation of the necessary warm-up time depending on the requirements for the measurement’s accuracy. This makes it possible to optimize the experiment and reduce its duration.