China is planning to drill an extra deep borehole with a depth of 13000m which will exceed the depth of 12262m of the Russian Cola super-deep borehole. However， it faces huge challenges to drill into the depth. Besides drill equipment and tools， the drilling process and the drilling procedure also determine if drilling is successful or not. At present the drilling process and the drilling procedure are mainly guided by and depend on the data shown at surface devices. However， the data may deviate from the real values of downhole parameters， which will influence directly improvement of technical and economical indexes of deep drilling accordingly. Professor of Russian Astrahan State Technical University Esaulenko V. N. and others have designed an automatic measurement and control system of downhole parameters， in which the sensors are necessary and critical devices. This paper introduces the sensors for downhole parameter measurement and takes the design of the azimuth sensor as an example to demonstrate how to design the measurement system， which would be useful for improving future ultra-deep borehole drilling in China.