An object of the invention is to provide a thermocouple having a high response speed without receiving mechanical damages such as bending and curving even when it is used in a high-speed fluid. The invention provides a quick-response thermocouple for high-speed fluid in which a sheathed thermocouple having a small outer diameter that is formed by housing, in a metal sheath, a positive-side thermocouple filament and a negative-side thermocouple filament embedded within a powder of an inorganic insulating material, and by forming a temperature sensing point at a tip portion thereof by bonding the tips of the positive-side thermocouple filament and the negative-side thermocouple filament together at the tip portion thereof, is inserted in a protective tube having a large outer diameter so that the tip portion is exposed, in which a portion of the sheathed thermocouple that is exposed from the protective tube is inserted in a protective cylinder having a bottom cover with a hole on a tip side through which the sheathed thermocouple is inserted and having a plurality of through windows, the tip of the sheathed thermocouple is slightly exposed from the bottom cover of the protective cylinder, and the bottom cover of the protective cylinder and the sheathed thermocouple as well as the protective cylinder and a lower portion of the protective tube are welded.