The pressure measurement of explosion shock wave puts forward high requirements on the temperature resistance and response speed of the sensor. In this paper, a multi-physics coupling pressure sensor is designed to meet requirements. The sensor mainly consists of a Fabry-Perot cavity optical fiber sensing unit, a piezoelectric pressure sensing unit and a thermometric resistance temperature measurement module. Firstly, the structure of the sensor is designed. The top and bottom surfaces of the Fabry-Perot cavity are composed of a silicon diaphragm and a quartz glass. The piezoelectric pressure sensing unit is an AlN film including its electrodes. Pt thermometric resistance is developed to realize real-time temperature monitoring. Secondly, the fabrication process of the sensor is discussed, especially three key technologies. An Al film is sputtered to increase the reflectivity of the quartz glass. The SU-8 photoresist is applied to accurately control the thickness of Fabry-Perot cavity. Etching is adopted to work out the graphics of the AlN piezoelectric film. At last, a complete fabrication process of the sensor is described. The fabrication of multilayer films begins with a double-sided polishing silicon wafer, while Fabry-Perot cavity was from a double-sided polishing quartz glass. Then two parts of the sensor are combined to ensure the multi-physics coupling sensor to achieve complete function.