We present our studies on both photoconductive (PC) and electro-optic (EO) responses of (Cd,Mg)Te single crystals. In an In-doped Cd 0.92 Mg 0.08 Te single crystal, subpicosecond electrical pulses were optically generated via a PC effect, coupled into a transmission line, and, subsequently, detected using an internal EO sampling scheme. For both photo-excitation and EO sampling, we used femtosecond optical pulses generated by the same Ti:sapphire laser. The shortest transmission line distance between the optical excitation and EO sampling points was 75 µm. By measuring the transient waveforms at different distances from the excitation point, we calculated the transmission-line complex propagation factor and then reconstructed the electromagnetic transient generated directly at the excitation point, showing that the original PC transient was subpicosecond in duration with a fall time of ~500 fs. Finally, the measured EO retardation, together with the amount of the electric-field attenuation, allowed us to determine the magnitude of the internal EO effect in our (Cd,Mg)Te crystal. The obtained THz-frequency EO coefficient r 41 was equal to 0.4 pm/V, which is at the lower end among the different values reported for CdTe-based ternaries, possibly due to the twinned structure of the tested (Cd,Mg)Te crystal.