In view of the future space gravitational wave detection mission, a closed-loop monofilament torsional pendulum micro-thrust measurement system has been developed according to the requirements of the drag-free control of the satellite platform for the thrust of the micro-thruster. In this paper, we present the design of the micro-thrust measurement system, the electromagnetic force generation device, and the angular displacement differential measurement. By calibrating the electromagnetic force generation device, the functional relationship between micro-thrust and torsional angular displacement of the torsion scale is obtained, and then the micro-thrust measurement is carried out. The analysis considers the impact of the experimental device's structure and environment on the micro-thrust measurement system. The range for measuring thrust is 1–246 μN, with a resolution of 0.1 μN and a relative uncertainty of 1.174%. Ensure that the thrust resolution and accuracy of the micro-thruster are met according to the measurement requirements.