Nonlinear absorption of terahertz waves by electrons in a semiconductor heterostructure is calculated. We solve the quantum transport equation for electrons strongly coupled to terahertz photons. The electrical field of the laser radiation is included exactly, and the electron-impurity interaction is included up to the second order. It is found that Joule heating of the electronic system due to impurity scattering decreases rapidly due to the strong electron-photon interaction. Our result is the dynamic equivalence of electron localization in a strong field. In the limit of weak radiation field, the current is linear in the field strength.