Terahertz Time-Domain Spectroscopy (THz-TDS) is one of the effective coherent detection techniques. It has been widely applied in materials, chemistry, biology, security and other fields due to its capabilities such as high signal-to-noise ratio (SNR), broadband detection, working at room temperature, time resolved measurement and others. Limited by the spectrum bandwidth of THz radiation and detection techniques, the measuring range of the traditional THz-TDS system is generally less than several THz, thus the spectral information of high frequencies cannot be obtained. In order to expand its application, there is an urgent need for the development of ultra-broadband (≥10 THz) THz-TDS detection techniques. This paper reviews the development and applications of main detection techniques in ultra-broadband THz-TDS. The advantages and disadvantages of these techniques are also analyzed.