The Gr\"uneisen parameter ($\ensuremath{\gamma}$) is crucial for determining many thermal properties, including the anharmonic effect, thermostatistics, and equation of state of materials. However, the isentropic adiabatic compression conditions required to measure the Gr\"uneisen parameter under high pressure are difficult to achieve. Thus, direct experimental Gr\"uneisen parameter data in a wide range of pressures is sparse. In this work, we developed a new device that can apply pressure (up to tens of GPa) with an extremely short time of about 0.5 ms, confidently achieving isentropic adiabatic compression. Then, we applied our new technique to sodium chloride and measured its Gr\"uneisen parameter, which conforms to previous theoretical predictions. According to our obtained sodium chloride Gr\"uneisen parameters, the calculated Hugoniot curve of the NaCl B1 phase appears up to 20 GPa and 960 K, which compares very well with the shock compression experimental data by Fritz et al. and other calculation works. Our results suggest that this new method can reliably measure the Gr\"uneisen parameter of even more materials, which is significant for researching the equation of state in substances.