How do we fetch the list of all content types refererencing a particular taxonomy vocabulary? I am trying to delete a taxonomy vocabulary but before doing that, I want to know if there is any content type with a field referencing a taxonomy vocabulary. 

My first thought was using a view, but that would only list content. Unless it can display the type and group by the type, it would not be the best solution.
If you want to check from UI then maybe you can try the Field list page (/admin/reports/fields) for checking which all the places have the required taxonomy field has been referenced/used.