Thermocouple materials are not solderable. It is possible to surround the thermocouple wire (encapsulate it) with solder but you cannot make a metallurgical bond to it. It is important to note that even if you could solder the two wires back together the thermocouple still will not work. A thermocouple works by measuring the change in resistance of the two dissimilar metals joined in the welded bead. If one were to join the metals with a solder inter-connect the thermocouple would give meaningless numbers. The way to fix a broken thermocouple is to re-weld the thermocouple bead. If you wish to attach a thermocouple to a printed circuit board for reflow profiling, you can use a high temperature alloy to encapsulate it or use a cyano-acrylate adhesive to stick it to the board.
Source: Kester Solder Co.