We present a scheme to generate synchronized THz and Soft X-ray radiation pulses by using a Free-Electron Laser Oscillator driven by a high repetition rate energy recovery linac. The backward THz radiation in the oscillator cavity produces naturally synchronized Soft/Hard X rays via Thomson back-scattering by interacting with a successive electron bunch. The performances of this dual source are illustrated by means of dedicated simulations assessing the capability of the scheme for typical wavelengths of interest, namely up to 50 µm for the short-THz radiation and close to the water window at 3 nm for the X-rays.