We present a scheme for exploiting the nonresonant second‐order nonlinearities in electro‐optic media to extend the bandwidth of coherent spectroscopy in the far‐infrared using ultrafast laser pulses. Using optical rectification and electro‐optic sampling in 〈110〉 ZnTe for the generation and coherent detection of freely propagating THz radiation, respectively, we have demonstrated spectral sensitivity beyond 3 THz. This was accomplished by achieving phase matching for both optical rectification and electro‐optic sampling over a broad range of THz frequencies.