A Monte Carlo method has been used to investigate the dynamics of a terahertz quantum cascade laser. The simulator follows the evolution of both electrons and photons and makes use of a special weighting procedure in order to cope with the huge variations in the number of photons. The laser turn-on time is found to be much longer than the time needed to establish the electron population inversion. Moreover, it presents an important statistical dispersion which reflects the “rare events” statistics of photon emissions during the initial stage. The response to a modulation of either optical losses or injected current has been investigated and the laser turn-on delay appears as the main factor that limits the response at high frequency.