Transient current spectroscopy is proposed and demonstrated in order to investigate the energy relaxation inside a quantum dot in the Coulomb blockade regime. We employ a fast pulse signal to excite an AlGaAs/GaAs quantum dot to an excited state, and analyze the non-equilibrium transient current as a function of the pulse length. The amplitude and time-constant of the transient current are sensitive to the ground and excited spin states. We find that the spin relaxation time is longer than, at least, a few microsecond.