Temperature compensation at the cold end of thermocouple is an important problem in the application of thermocouple. In practical use, it is difficult to keep the cold end temperature of thermocouple at 0 °C or a certain value. In this paper, several common methods of thermocouple cold-end compensation are introduced, such as Ice Bath method, Compensation Bridge method. This paper analyzes the working principle, advantages and disadvantages, and the scope of application of these methods, and finally designs an integrated hardware solution, which can be used in aero-engine instrumentation. Thermocouple using integrated IC, direct thermocouple measurement and reference joint compensation together, effectively solve the problem of temperature compensation.