A novel probe-type thin film thermocouple has been fabricated successfully for high temperature measurement applications. WRe26 (tungsten-26% rhenium)-In2O3 thermoelectric materials were used in the thermocouples to achieve high thermoelectric output and high temperature resistance. The films were deposited on a cylindrical substrate by magnetron sputtering technology. The annealing process of the thermocouples was studied to achieve optimal performance. The calibration results showed the thermoelectric output of WRe26-In2O3 thin film thermocouples reached 93.7 mv at 700 °C, and its sensitivity was 165.5 µV/°C under the temperature of the cold junction, which was 133.8 °C. The thermocouples developed in this work have great potential for practical applications.