Pulsed terahertz spectroscopy is suitable for spectroscopic diagnostics of ultrafast events. However, the study of irreversible or single shot ultrafast events requires ability to record transient properties at multiple time delays, i.e., time resolved at single shot level, which is not available currently. Here by angular multiplexing use of femtosecond laser pulses, we developed and demonstrated a time resolved, transient terahertz time domain spectroscopy technique, where burst mode THz pulses were generated and then detected in a single shot measurement manner. The burst mode THz pulses contain 2 sub-THz pulses, and the time gap between them is adjustable up to 1 ns with picosecond accuracy, thus it can be used to probe the single shot event at two different time delays. The system can detect the sub-THz pulses at 0.1 THz-2.5 THz range with signal to noise ratio (SNR) of ∼400 and spectrum resolution of 0.05 THz. System design was described here, and optimizations of single shot measurement of THz pulses were discussed in detail. Methods to improve SNR were also discussed in detail. A system application was demonstrated where pulsed THz signals at different time delays of the ultrafast process were successfully acquired within single shot measurement. This time resolved transient terahertz time domain spectroscopy technique provides a new diagnostic tool for irreversible or single shot ultrafast events where dynamic information can be extracted at terahertz range within one-shot experiment.