We have experimentally studied the high order harmonic generation (HHG) in CO molecules by two femtosecond laser pulses using a pump-probe technique. The delay time between two pulses is longer than the pulse duration, and the pump intensity is about 6.2 × 1014 W/cm2. It is found that the HHG signal is independent of the time delay in the picosecond region, but it is dependent on the distance between the centres of focuses of the two beams. The phase modulation induced by the pump pulse is regarded to be responsible for this.