A high-repetition rate (MHz-class), high-brightness electron beam photo-gun is under construction at Lawrence Berkeley National Laboratory in the framework of the Advanced Photo-injector EXperiment (APEX). The injector gun is based on a normal conducting 187 MHz RF cavity operating in CW mode. In its first operational phase it will deliver short bunches (∼1 to tens of picoseconds) with energy of 750 keV, and bunch charges ranging from 1 pC to 1 nC. Different high efficiency cathode materials will be tested, and the beam quality will be studied as a function of parameters as charge, initial bunch length and transverse size, focusing strength. Both the laser and electron beam diagnostics have been designed to assure the needed flexibility. In particular a high-resolution electron diagnostic section after the photo-gun provides the necessary dynamic range for scanned beam parameters: energy and energy spread, charge and current, transverse and longitudinal phase spaces, slice properties. The photo-gun electron beam diagnostic layout is presented, and the hardware choices, resolution and achievable dynamical ranges are also discussed.