The experimental and numerical evaluation of the shadow effect in kinoform diffractive gratings for the terahertz (THz) range is given. This effect limits the diffractive efficiency of dense gratings, which are the base of the elements suited for convenient beam focusing and imaging in THz. The observed effect of redirecting most of the incident energy into stray -1st diffractive order is observed and discussed. The presented results show the great significance of the shadow effect in selected kinoform gratings and prove the utility of the used methodology of numerical simulations.