This data set comprises of phase noise measurement data of an electro-optical phase modulator based electro-optical comb. The phase noise was taken for several settings of the electro-optical comb. Further details can be found in the paper "Phase noise of an electro-optic terahertz comb". This work was supported by the European Research Council (ERC) Proof-of-Concept "PhoSTer-THz" under Grant 101057162, the collaborative research center SFB-TRR 196 "MARIE" funded by the German research foundation (project number 287022738) and by the federal ministry of education and research, Germany (BMBF) through "6GEM" (grant 16KISK039).