Laser-machined microcavities for simultaneous measurement of high-temperature and high-pressure are demonstrated. These two cascaded microcavities are an air cavity and a composite cavity including a section of fiber and an air cavity. They are both placed into a pressure chamber inside a furnace to perform simultaneous pressure and high-temperature tests. The thermal and pressure coefficients of the short air cavity are ~0.0779 nm/°C and ~1.14 nm/MPa, respectively. The thermal and pressure coefficients of the composite cavity are ~32.3 nm/°C and ~24.4 nm/MPa, respectively. The sensor could be used to separate temperature and pressure due to their different thermal and pressure coefficients. The excellent feature of such a sensor head is that it can withstand high temperatures of up to 400 °C and achieve precise measurement of high-pressure under high temperature conditions.