The combination of an all-optical terahertz source with a photoconductive antenna to achieve coherent detection is presented. This approach aims to overcome the frequency limits introduced by optoelectronic terahertz sources commonly used. Here the Gaussian-shaped and linearly polarized terahertz waves are generated by a continuous wave optical parametric oscillator with a power of 3 μW at 1.4 THz. The infrared signal light of the optical parametric oscillator can be used to coherently detect the generated terahertz wave with a photoconductive antenna. As a proof-of-principle experiment we determine the thickness profile of a plastic lens using phase shifting interferometry.