The invention discloses a test system for thermocouple/thermal resistor dynamically responding to "step" temperature, which comprises a heat source, a thermocouple/thermal resistor, a data acquisitioninstrument, a power supply and an industrial computer. The measuring end of the thermocouple/thermal resistor is placed in the heat source. The free end of the thermocouple/thermal resistor is connected to a data acquisition card of a measuring module in the data acquisition instrument. The data acquisition instrument is connected to the industrial computer. The power supply is respectively connected to the heat source and the industrial computer. The invention also discloses a test method for thermocouple/thermal resistor dynamically responding to "step" temperature, which comprises performing a "step" temperature rise and temperature drop test on 7 standard thermocouples, and platinum and copper thermal resistors, respectively; obtaining a dynamic response curve of the thermocouple/thermal resistor according to the differences in response rates when the temperature is abruptly changed. The dynamic response test of the invention is accurate, fast and convenient to use.