Blast waves generated by energetic materials involve very fast time variations in the pressure. One important issue for blast wave metrology is the accurate measurement (typical precision in the range of ±5% or better) of the static overpressure peak. For most near field configurations, this measurement requires ultra-fast sensors with response times lower than a few microseconds. In this paper, we design, model, fabricate and characterize a new ultra-fast sensor using piezo-resistive gauges at the center of a miniaturized and rectangular silicon membrane. When a pressure step of 10 bar is applied to the membrane, the signal delivered to the sensor output presents dampened oscillations, with a resonant frequency of 20.6 MHz and quality factor of 24,700 ns after the arrival of the shock wave. After removing undesirable drifts that appear after 700 ns, we may expect the sensor to have a response time (at ±5%) of 1.2 µs. Consequently, the proposed pressure sensor could be advantageously used for the accurate measurement of static overpressure peaks in blast wave experiments.