Temperature sensors are widely used in aero gas turbine engines for measurement of air and gas temperature at various locations starting from inlet of fan to exhaust gas from the nozzle. Thermocouples are one of the most widely used sensors for the above purpose. Time constant of thermocouple is a key parameter in the selection of sensor for a particular application. Even though time constant is available for standard stand alone thermocouple configurations, it varies widely based on many physical parameters and inlet flow conditions inside a gas turbine engine. Experimental determination of time constant of stand alone thermocouples with step input is carried out for various thermocouple configurations and a Fibre Bragg Grating sensor using a dry block calibrator with hot air as medium. Two different methods are used to determine the time constant of thermocouple sensors. Further determination of time constant of thermocouple assembled in a rake and tested in real time situation in aero gas turbine engine is carried out. A comparative study reveals that many parameters are involved which influence the value of time constant under different input conditions. Finally the selection of sensors is carried out based on the measurement requirements.