We have been studying an S-band Cs-Te photo-cathode rf gun at Waseda University. The high quality electron beam produced by the rf gun is used to generate a high-power coherent terahertz pulse via Cherenkov radiation. This terahertz pulse can be applied to imaging and material analysis. As a preliminary step towards material analysis, we conducted experiments on terahertz time domain spectroscopy by EO sampling method to reveal major parameters of the terahertz pulse such as the pulse form and the spectrum. EO sampling method has high frequency response and suitable for high peak power terahertz pulses. In terahertz time domain spectroscopy, the duration of the probe light needs to be much faster than that of the terahertz pulse. Therefore, we developed a mode locked Yb fiber laser based on nonlinear polarization rotation as a reliable and cost-effective ultra-fast probe light source. The laser generates 3.59 ps chirped pulses which are compressed to 209 fs with a grating pair. In this conference, we will report the performance of the Yb fiber laser and results of EO sampling experiments.