A novel differential pump system is presented. Combined with a high efficiency, high spectral resolution large size transmission grating spectrograph, the differential pump system is especially suitable for the research of the ultrashort pulsed laser-gas puff target interaction. The experiments on soft X-ray spectral diagnosis of Ar puff target irradiated by femtosecond laser pulses are carried out. The results show that the spectrograph is a powerful tool of spectral diagnosis in experiments on the ultrashort pulsed laser-gas puff target interaction, optical-field ionization soft X ray laser, and high-harmonic generation.