This paper describes pilot signals in multiuser multiple-input multiple-output orthogonal frequency division multiplexing systems with nonlinear Tomlinson-Harashima precoding (THP). The transmission processing of THP consists of three parts : feedback processing, modulo operation, and feedforward processing. In particular, the increased transmit power in the feedback processing is reduced by the modulo operation. In the conventional linear precoding systems, the same precoding weight is applied for both pilot and data signals at the transmitter for channel estimation at the receiver. If it is directly applied to THP, however, this will lead to significant increase in transmit power since the modulo operation cannot be applied for pilot signals. In our proposal, only the feedforward processing is applied for pilot signals and the interference due to the lack of feedback processing is removed by using orthogonal pilot signals. Simulation results show that the proposed pilot signals significantly improves the packet error rate performance.