The scanning tunnelling microscope (STM) is a powerful instrument to investigate the properties of molecules adsorbed on metal surface. Spectroscopy performed via the STM tip demonstrated high precision in the measurement of energy levels of single molecules. The aim of this work is to extend the application range of STM as spectroscopic instrument by adding the possibility to supply radio frequency (RF) signals with variable frequency and power. For this purpose we have modified a commercial low temperature STM (Createc) with a dedicated RF generation and detection system. Our STM is capable of adding an RF modulation between 10 MHz and 10 GHz to the dc bias voltage . This has enabled the successful detection of the response of single molecules to an external RF excitation via the STM tip. The response signal is the dc tunnelling conductance between the STM and a single RF-excited molecule obtained at different excitation frequencies. In the present work some examples of application are shown, demonstrating the feasibility of the technique and the reproducibility of the results. We present first results obtained on stable π-conjugated radicals as well as single molecule magnets adsorbed on Au(111) [1,2]. We observe resonance peaks in the conductance spectrum at certain characteristic frequencies for tunnelling through frontier molecular orbitals (usually HOMO or LUMO in our experiments) of the RF-excited molecule. Our work may open the door for investigating hyperfine transitions in magnetic molecules with intra-molecular resolution by scanning tunneling RF spectroscopy.