Thermal time constant measurement system was designed and fabricated to measure the thermal time constant, which shows a dynamic property of the thermocouple. Type K thermocouple samples were fabricated with variable shape each other and the thermal time constants of thermocouples were measured using the home-made thermal time constant measurement system. Thermal time constants of 12 type K thermocouple samples were distributed from 0.03 s to 8.2 s. It showed experimentally that the thermal time constant of thermocouple was increased linearly for the increase of the sheath diameter of thermocouple.