Atomic vapors are systems well suited for nonlinear optics studies but very few direct measurements of their nonlinear refractive index have been reported. Here we use the z-scan technique to measure the Kerr coefficient, $n_2$, for a Cs vapor. Our results are analyzed through a four-level model, and we show that coherence between excited levels as well as cross-population effects contribute to the Kerr-nonlinearity.