Aiming at the dynamic testing of the ignition temperature of micro-initiating explosives, a novel Pt-Rh10/Pt thin-film thermocouple was designed in this paper. The author carried out the preparation of the thermocouple by using a screen printing process on an Al2O3 ceramic substrate. The formed thermocouple was made of Pt-Rh10 wire and Pt wire as compensation wires, with a size of ≤ 1 mm and a thickness of about 6 μm. In the testing process, the static calibration of the thermocouple at 50~600 °C and 650~1500 °C was completed by a portable temperature verification furnace and a horizontal high temperature verification furnace, and the results showed that the Seebeck coefficient of the thermocouple was about 10.70 μV/°C, and its output voltage–temperature curve was similar to that of a standard S-type thermocouple, which achieved the effective temperature measurement up to 1500 °C. The dynamic response of Pt-Rh10/Pt thin-film thermocouple was then tested and studied using the pulsed laser method, and the results show that the time constant of the thermocouple prepared in this paper is about 535 μs, which has the characteristics of fast response and high precision high-temperature testing. Compared with the traditional thin-film thermocouple, the thermocouple has excellent electrical conductivity, more oxidation resistance, the surface layer is not easy to peel off and other advantages.