The thin-film thermocouple (TFTC) is featured on small heat capacity and rapid response speed for transient temperature measurements under narrow space and difficult installation. Consequently, we propose a novel transient temperature testing system specifically designed for TFTC. This system features signal conditioning circuits with extended bandwidth and superior transfer speeds, a cold junction compensation method that supports customizable indexing tables, and an adaptive data filtering approach that precisely balances the smoothing of steady-state data with rapid responsiveness to transient data. This approach effectively mitigating the measurement distortion of transient temperature signals and the nonlinear phenomenon in cold junction compensation for TFTC. Utilizing NiCr/NiSi TFTC, we evaluated the system’s accuracy, demonstrating a precision range of −0.5 °C–0.25 °C within 20 °C–100 °C, and a response delay under 0.1 ms. Compared to traditional thermocouple measurement systems, our system exhibits a finer time-domain resolution. Lastly, we successfully applied this system to observe the response of TFTC under the thermal load of short-pulse laser shocks, measuring a time constant of only 1.16 ms for the TFTC. This novel transient temperature testing system provides a new approach for TFTC to achieve online dynamic measurement and online calibration, and provides technical support for TFTC measurement technology towards engineering applications.