In this study, we explore the dynamic response of thin-film thermocouples (TFTCs) to transient temperature changes, emphasizing their nanosecond response capabilities. Traditionally, TFTCs are modeled as first-order systems. By employing magnetron sputtering, we have prepared NiCr/NiSi TFTCs with a novel integrated lead method. A 7.6 ns short-pulse laser served as the heat source, capturing the TFTCs’ transient response with a high-speed collector at 200 M/s. Unexpectedly, the TFTCs’ response curves exhibited oscillations at high acquisition rates. Through frequency response analysis, we have established a pulse response model for the TFTCs that is highly consistent with experimental results. For the first time, we confirmed the TFTCs’ second-order dynamic characteristics. Furthermore, our findings that various substrate materials and lead methods impact the damping characteristics of TFTCs led us to conduct pulsed laser damage experiments. These experiments revealed a correlation between damping properties and the extent of damage.