Ultrafast spectroscopy has been a powerful technique for investigating the electronic and vibration properties with up to sub 100 fs time resolution. It can potentially further the understanding regarding hot carrier dynamics, photo emission, coherent effects, dephasing phenomena, many body effects, nonequilibrium distribution function, resonant and non resonant tunneling and dynamics of coherent phonons in materials of different states and different dimensionalities. On the other hand, with the state of art nanofabrication techniques, 10s of nm resolution nano structure such as quantum confinement, super lattice, periodic potential wells et al. can be fabricated on the sample which provides additional freedom for spectroscopy studies. We are working on both making smart nano structures and characterization of those devices to study device physics mainly to assitant the optoelectronics development on novel materials, for example, graphene.