Dynamics of a diode laser with electro-optic feedback is investigated experimentally. The diode laser shows oscillatory behaviors, provided the phase and gain of the feedback network satisfy certain oscillation condition. The electro-optic feedback network is realized by using an APD(avalanche photodiode) and a microwave amplifier. Dependence of oscillation frequency on the gain of the APD and the bias current of diode laser is studied. To obtain shorter laser pulses, the photodetector and amplifier should have larger bandwidth.