The invention discloses a sheathed thermocouple for an explosion-proof transformer, and relates to a temperature sensing device. The sheathed thermocouple for the explosion-proof transformer comprises an outgoing line hole locking nut, a terminal block, a wiring porcelain plate, a protecting tube, an insulating porcelain tube, a first thermocouple wire and a second thermocouple wire, the insulating porcelain tube is arranged in the protecting tube, the second thermocouple wire and the first thermocouple wire are arranged in the middle of the insulating porcelain tube and at one end of the insulating porcelain tube respectively, the other end of the insulating porcelain tube is connected with the terminal block through the wiring porcelain plate, and the outgoing line hole locking nut is arranged on the outer side of the terminal block. The sheathed thermocouple for the explosion-proof transformer has the advantages of being small in diameter, bendable, resistant to high pressure and vibration, short in thermal response time, firm, durable, high in reliability and the like, and is capable of being used for measuring temperatures in two different environments at the same time, high in response speed, stable in performance and long in service life.