This paper proposes two ways to improve pressure measurement in air-blast experimentations, mostly for close-in detonations defined by a small-scaled distance below 0.4 m.kg−1/3. Firstly, a new kind of custom-made pressure probe sensor is presented. The transducer is a piezoelectric commercial, but the tip material has been modified. The dynamic response of this prototype is established in terms of time and frequency responses, both in a laboratory environment, on a shock tube, and in free-field experiments. The experimental results show that the modified probe can meet the measurement requirements of high-frequency pressure signals. Secondly, this paper presents the initial results of a deconvolution method, using the pencil probe transfer function determination with a shock tube. We demonstrate the method on experimental results and draw conclusions and prospects.