As a new spectral analysis method, terahertz time-domain spectroscopy (THz-TDS) is rapidly developing in many fields. Conventional THz-TDS systems have a long detection time and a small amount of collected data. To improve THz-TDS system′s detection speed and accuracy, a rapid THz-TDS data acquisition and control system based on closed-loop control are presented. The system can perform continuous scanning and data collection with a high speed. When performing step scanning, it can get real-time location information of the optical delay line by the delay line′ s feedback signal, and thus can complete automatic scanning rapidly. By acquiring multiple data continuously in a single step, the accuracy of acquisition in every step is improved. Results show that the system can take full advantage of the optical delay line to achieve a highest data acquisition speed of 500 kHz. When the step length is 5 mm, the time of continuous acquisition of 1000 data is only 86.34 ms, which means the system can perform automatic and rapid acquisition of terahertz time-domain pulse signal with high precision.