The third-order susceptibility of multiwalled carbon nanotubes (MWCNTs) grown on Si substrate were measured using reflective Z-scan (RZ-scan) technique with femto-second laser pulses at 790 nm. The nonlinear absorption coefficient 'beta' and nonlinear refraction index 'gamma' were measured to be about 9*10^(2) cm/GW and 9.6*10^(-3) cm2/GW, respectively. This is about one order of magnitude larger than the measurement of MWCNTs on transparent quartz substrate. The enhanced optical nonlinearities are contributed by the enhanced local field and the photoinduced off-resonant absorption of the 'pi'-plamon of MWCNTs on Si.