When flying at hypersonic speeds, the aircraft will face the effect of high temperature gas, and it is of great significance to accurately measure the surface heat flux. For millisecond-level pneumatic heating processes, the commonly used devices for measuring heat flux include coaxial thermocouples and thin film resistance meters. The surface junction coaxial thermocouples have the characteristics of simple structure, strong anti-erosion ability and high measurement accuracy. Coaxial thermocouples have been widely used in transient heat flux measurement in shock wind tunnels. According to the research results of domestic and foreign scholars, the measurement accuracy and response time of the E-type coaxial thermocouple is better than other coaxial thermocouples. This paper studies the thermal response characteristics of the E-type coaxial thermocouple within 100  under a uniform heat flux load through numerical simulation. Through numerical simulation, we explain the temperature and heat flux difference between the measurement and the one-dimensional semi-infinite body heat conduction theory. The internal heat transfer law of the coaxial thermocouple and the lateral heat transfer with the wall material are described. And the influences of different thickness of insulation and different wall material on the heat flux measurement are studied, then suggestions for the structure design of the E-type coaxial thermocouple are put forward.