Under the influence of transient high temperatures, piezoelectric shock wave pressure sensors produce a thermal shock response that affects the accurate acquisition of the pressure signal. In order to analyse the effect of thermal shock on the measurement of piezoelectric pressure sensors, a rectangular pulse temperature of 1800 ℃ with a duration of 30 ms was applied to the surface of the sensor diaphragm by the method of thermal coupling, and the temperature distribution inside the sensor under transient thermal excitation was explored, and the thermal expansion displacement and preload change of the sensor were analysed. The results show that: the temperature rise of the piezoelectric crystal is small and does not reach the Curie point temperature, which has less influence on the material properties of the piezoelectric crystal; the thermal shock response of the piezoelectric pressure sensor is mainly caused by the thermal deformation of the pressure-sensing diaphragm, which affects the stability of the preload inside the sensor and leads to a negative signal output from the sensor. This study provides a reference for the research of thermal shock suppression methods for piezoelectric pressure sensors.