The electrical sensing elements used in the traditional XBT (Expendable Bathythermograph) have problems such as low sensitivity and slow response time, and it is difficult to overcome the complex marine environment using the time–depth formula. In this paper, an ocean temperature depth sensor based on brass diaphragm and liquid filling is designed. The stress response time of FBGs with different lengths and the heat transfer time of different liquid materials are compared, and it is found that a fast response of 51 ms can be obtained by using GaInSn liquid for temperature sensing. The center deflection changes of brass diaphragms with different radii are analyzed, and the brass diaphragms with radius and thickness of 10 mm and 1 mm are selected, which still have good elastic properties under the pressure of 5 MPa. The influence of the inner metal shell section radius on the temperature and depth sensitivity is analyzed. When the final section radius is 3 mm, the temperature sensitivity of the sensor is 1.065 nm/°C, the pressure sensitivity is 1.245 nm/MPa, and the response time of temperature and depth is relatively close. Compared with the traditional temperature and depth sensors using empirical formulas for calculation, the data accuracy is improved, and a wide range of sensitivity can be tuned by adjusting the size of the internal metal shell, which can meet the needs of ocean temperature and depth data detection with high sensitivity and fast response time.