In this paper, we proposed an all-sapphire-based extrinsic Fabry-Perot interferometer (EFPI) sensor based on wet etching and the direct bonding process. Temperature measured by the EFPI is used to calibrate pressure measurement. The problem of repeatable measurement of dynamic pressure in a harsh environment is solved. The EFPI sensor can be applied in the temperature range of 25°C to 800°C and the pressure range environment of 0MPa to 5MPa. The pressure sensitivity of 355.8nm/MPa and the temperature sensitivity of 1.64nm/°C are obtained by a cross-correlation function (CCF) algorithm to interrogate the optical sensing system. Therefore, the proposed sensor has a great potential for pressure monitoring, such as jet engines, industrial gas turbine, and so on due to its 8×8mm size and compact structure.