The invention provides a thermal electrochemical electrode based on a fast-response compound temperature sensor, which comprises a fast-response compound temperature sensor and an electrochemical electrode, wherein the fast-response compound temperature sensor consists of a Hastelloy thermosensitive film and an optical sensor used for detecting a surface radiation signal of the thermosensitive film, and the fast-response compound temperature sensor is attached onto the inner side of the electrochemical electrode. Compared with the electrochemical electrode in the prior art, the thermal electrochemical electrode can measure the electric signal of the electrochemical reaction and simultaneously measure the thermal signal corresponding to the electrochemical reaction, and can provide multi-dimensional and effective scientific data for the researches on chemical kinetics and chemical thermodynamics during the electrochemical reaction process.