The existing transient magnetic field measurement in high power laser devices does not consider the shielding and signal reduction. A sensor is designed and developed for transient magnetic field measurement in high power laser devices according to the frequency range and characteristics of transient magnetic field. The brass is taken as the shielding material, and the leather is taken as the insulation material. The sensor is employed to measure the transient magnetic field, and the magnetic field response is up to 500 MHz. This work provides data support for the research on electromagnetic interference and electromagnetic compatibility for high power laser device.