The invention discloses an electric probe for shock wave measurement and a making method thereof. The electric probe is mainly composed of a metal capillary tube, an enameled wire, a metal lead and aheat shrinkable tube, wherein one end of the enameled wire is coated with an insulating coating and is arranged in the metal capillary tube in a passing mode, the top part is coated with a conductiveadhesive for being cured and fixed and the tail part is bonded and fixed by using a resin adhesive; the other end of the enameled wire is subjected to painting scraping and tin immersion; the metal lead is wound on the tail part of the metal capillary tube and is sleeved with heat shrinkable tube for being fixed; the metal lead and the enameled wire are used as two electrodes of the electric probeand after passing the inspection, a high-sensitivity shock wave measurement-used electric probe is achieved. The electric probe has good shock wave response, the response time can reach a nanosecondorder, the response range is wide from a dozen GPa to hundreds of GPa, the size is small, the mounting steps are simple, the use is convenient, the making cost is low, and the research cost can be significantly reduced.