We develop a novel method to measure the frequency response of the optoelectronic devices. In this method, an electro-absorption modulator is utilized not only as a modulator but also as a photodetector with the identical frequency response. Based on this property, the frequency responses of the optoelectronic devices can be obtained and the results show good consistency with the measurement results by traditional methods. Instead of using broadband modulators or photodetectors, the frequency response of high bandwidth optoelectronic devices can be measured by using the low bandwidth optoelectronic devices.