Aiming at the lack of effective methods for calibrating the response time constant of fast-response thermocouples, a thermocouple time constant calibration device based on the gas temperature step method was developed. Through theoretical calculations and simulations using Ansys Fluent, the overall structure of the calibration device, gas source and heater, step temperature generation module, and calibration workflow were designed, and the calibration method for the thermocouple response time constant was introduced. Tests were conducted on the calibration device, and the results show that the gas temperature step amplitude reaches more than 200°C, and the temperature step excitation time is approximately 2.2 ms, which can realize the calibration of the response time constant of fast-response thermocouples.