In order to accurately evaluate the performance of lightning protection equipment, the measurement level and response characteristics of transient current measurement sensor are very important. A design scheme of multi-layer PCB Rogowski coil with good high frequency performance, strong anti-interference ability and suitable sensitivity is proposed in this paper. The frequency range of lightning current waveform and the transmission characteristics of Rogowski coil are analyzed. According to the relationship curve between the size of Rogowski coil, turns number, and the frequency characteristics of coil, the structure size of coil is determined. A new shielding and signal output mode is designed to enhance the anti-interference ability. The sensitivity of output voltage is increased by increasing coil thickness and connecting two coils in series. According to the standard requirements, the dynamic characteristics of the measuring device, the measurement error of standard lightning current and the linearity test are carried out. The step response test of the measuring device shows that the response time is less than 90 ns and the relative overshoot is less than 10%. Compared with the standard Pearson coil, the peak error is less than 0.2%, the time parameter measurement error is less than 0.3%. The linearity of the measuring device is about 0.3% with current range from 5 kA to 40 kA. The test results show that the impulse current measuring system can measure high frequency current signal.