A general technique has been demonstrated at microwave and submillimeter-wave frequencies for photoconductive sampling in the frequency domain using photomixers and continuous-wave laser diodes. A microwave version in which two photomixers were coupled by a transmission line was developed to quantitatively test the concept from 0.05 to 26.5 GHz. A quasioptical version using antenna-coupled photomixers was demonstrated from 25 GHz to 2 THz. Such a system can outperform systems based on time-domain photoconductive sampling in frequency resolution, spectral brightness, system size, and cost.