We present a semiconductor saturable absorber mirror (SESAM) mode-locked thin disk laser (TDL) based on Yb:CaGdAlO_4 (Yb:CALGO) generating 62 fs pulses, which is the shortest pulse duration achieved from mode-locked TDLs to date. The oscillator operates at a repetition rate of 65 MHz and delivers 5.1 W of average output power. The short pulse duration of our TDL in combination with the high intracavity peak power of 44 MW makes this oscillator attractive for intracavity table-top extreme nonlinear optics applications such as high harmonic generation and vacuum ultraviolet frequency comb generation. The current average power was limited by the quality of the Yb:CALGO disk. However, power scaling of Yb:CALGO TDLs to the multi-10-W range with short pulse durations (<100??fs) appears feasible in the near future by using thinner disks of better quality and further optimized SESAMs.