By developing a bidirectional-pump terahertz (THz) emission spectroscopy, we reveal an anomalous Nernst effect (ANE) induced THz emission in a single ferromagnetic film. Based on the distinctive symmetry of the THz signals, ANE is unequivocally distinguished from the previously attributed ultrafast demagnetization and anomalous Hall effect mechanisms. A quantitative method is established to separate the different contributions, demonstrating a significant ANE contribution that even overwhelms other competing mechanisms. Our work not only clarifies the origin of the ferromagnetic-based THz emission, but also offers a fertile platform for investigating the ultrafast magnetism and THz spintronics.