F-P (Fabry–Perot) pressure sensors have a wide range of potential applications in high-temperature, high-pressure, and high-dynamic environments. However, existing demodulation methods commonly rely on spectrometers, which limits their application to high-frequency pressure signal acquisition. To solve this problem, this study developed a self-compensated, three-wavelength demodulation system composite with an F-P pressure sensor and a thermocouple to construct a comprehensive sensing system. The system produces accurate pressure measurements in high-temperature, high-pressure, and high-dynamic environments. In static testing at room temperature, the sensing system shows excellent linearity, and the pressure sensitivity is 158.48 nm/MPa. In high-temperature testing, the sensing system maintains high linearity in the range of 100 °C to 700 °C, with a maximum pressure-indication error of about 0.13 MPa (0~5 MPa). In dynamic testing, the sensor exhibits good response characteristics at 1000 Hz and 5000 Hz sinusoidal pressure frequencies, with a signal-to-noise ratio (SNR) greater than 37 dB and 45 dB, respectively. These results indicate that the sensing system proposed in this study has significant competitive advantages in the field of high-temperature, high-speed, and high-precision pressure measurements and provides an important experimental basis and theoretical support for technological progress in related fields.