A four-in-one electrical method is proposed based on heterodyne spectrum mapping for self-calibrated frequency response measurements of high-speed semiconductor laser diodes, Mach–Zehnder modulators, phase modulators, and photodetectors with a shared self-heterodyne interferometer. The self-heterodyne interferometer provides mapping of the desired optical spectrum components from the optical domain to electrical domain, and allows indirect but self-calibrated measurement of these optical spectra in the electrical domain. Frequency responses including modulation index of semiconductor laser diodes, half-wave voltage and chirp parameter of Mach–Zehnder modulators, half-wave voltage of phase modulators, and responsivity of photodetectors are experimentally extracted with this method, and compared to the results obtained with conventional methods for accuracy.