With the development of smart substations, much attention has been focused on the transient magnetic field (TMF) generated during switching operation in substations. In order to study the TMF, a portable integrated system based on Anisotropic Magneto-resistive (AMR) sensor has been developed. The system mainly consists of magnetic probe, sampling card, and industrial computer. This system can record TMF across a bandwidth from DC to 5MHz and a dynamic range from 20mGs to 6Gs for at least 50ms continuously. Laboratory tests show that the system linearity is greater than 97%, the measuring error is less than 3%. Field applications are presented at last, the results show that the proposed system is high sensitivity, wide dynamic and relatively wide bandwidth, and it is qualified to most applications in substations.