In the process of rocket engine development, the test work is very important, and the main result of the test is a large number of data measured in the test, so the measurement is very important. The rocket engine has a harsh working environment, high test cost, high test risk, many measuring points, high precision and large scale, and requires wide measuring range and frequency to ensure high accuracy of steady-state parameter measurement and no distortion of transient process measurement. Therefore, special requirements are also proposed for the test system. In order to meet the new requirements of rocket engine test, a digital filter is proposed for optimizing the performance of rocket engine test system, which can optimize the dynamic characteristics of the test system on the basis of not changing the original equipment hardware, and meet the requirements of high accuracy of steady-state parameters an no distortion of transient parameters. The experimental results show that the proposed method can obviously improve the performance of rocket engine test system.