An all-reflective self-referenced spectral interferometry based on the transient grating (TG) effect is proposed for single-shot measuring of the amplitude and phase of ultrashort pulses in a broadband spectral range. Except for a thin third-order nonlinear medium, which was used to generate the TG signal, no transmitted optics were used in the proposed device, and few-cycle pulses in a broad spectral range from deep UV to mid-IR can be characterized. With a homemade compact and alignment-free device, a 5.0 fs pulse at 800 nm corresponding to about two cycles and a 14.3 fs pulse at 1800 nm corresponding to less than three cycles were successfully characterized.