It is acceptable to make a thermocouple junction by soldering the two metals together as the solder will not affect the reading. In practice, however, thermocouples junctions are made by welding the two metals together (usually by capacitive discharge) as this ensures that the performance is not limited by the melting point of solder.
Notes on using thermocouples
Dr. Robert J. Moffat, Stanford Universityhttp://www.electronics-cooling.com/Resources/EC_Articles/JAN97/jan97_01.htm
Copper-Constantan: Copper-Constantan (Type T, color coded blue and red) generates about 40 µV/°C (22 µV/°F). Neither wire is magnetic. Junctions can be made by welding or soldering with commonly available solders and fluxes.
Copper-Constantan thermocouples are very susceptible to conduction error, due to the high thermal conductivity of the copper, and should not be used unless long runs of wire (100 to 200 wire diameters) can be laid along an isotherm.
Most thermocouples needed for electronics cooling applications can be made in-house from bulk thermocouple wires bought as spools of insulated pairs. If a thermocouple welder, or any "fine-wire" welder is available, welding is generally quicker and easier than soldering. Any solder which wets both wires can be used to make the junction. Keep the weld bead or solder ball within 10 to 15% of the wire diameter. All other factors being the same, a thermocouple with a soldered junction is just as accurate as one with a welded junction.
JEDEC SOLID STATE TECHNOLOGY ASSOCIATION
Beaded Thermocouple Temperature Measurement of Semiconductor Packageshttp://www.jedec.org/download/search/jep140.pdf
ASTM STP 852, Manual on the Use of Thermocouples
ASTM Manual 12, On the Use of Thermocouples
5.1.3 Thermocouple fabrication
Thermocouples may be fabricated using a fine oxy-hydrogen welding torch, a capacitive discharge micro spot-welding technique, or any industry acceptable method which fuses the two wires into a homogenous bead. Not recommended are metal joining techniques such as eutectic solder or wire twisting which could result in a thermocouple junction far removed from where the wires appear to cross. Poor joining techniques could result in monitoring errors and/or performance instabilities.
(Note that the targeted use of these 24AWG to 40 AWG TC fabricated wire thermocouples is for semiconductor package monitoring use)