Today, ultra fast telecommunication systems use very high frequencies for data rates. Associated to these high frequencies, there is a need for high speed photodetectors, and by consequence the characterisation of such devices is primordial.We focus here on the optical heterodyne technique, which is suitable for photodiode bandwidth characterisation. We first review the theory of heterodyne technique to derive the beat signal optical characteristics.After that, we present an automatic measurement set-up for photodiode frequency response characterisation, and we propose some experimental parameters to achieve a reliable measure.Two measurement methods are considered and based on experimental results, one is highlighted to be more suitable for reproducible measurements.