A compact MW peak power THz source is of high interest and possible to construct in a small accelerator facility (∼2 m) by using pre-bunched FEL scheme. High gradient photo-cathode RF gun and few tens of femto-second laser system can directly generate a pre-bunched electron beam of a few hundred femto-seconds. Furthermore, small undulator can coherently generate MW THz photons in a few hundred femto-seconds. We are considering the reflection of the THz photons to make a collision with the pre-bunched electron beam and to generate a few hundred femto-second soft X-ray. A multi-bunch photo-cathode RF gun to generate ∼10 MeV electron beam is under development. The design for the soft X-ray source is presented.