The frequency response of a mass transfer probe is investigated by numerical methods in view of the nonlinear interaction of wall shear with the concentration boundary layer at the electrochemical probe. When the fluctuating component of shear is strong, the high order harmonics in the transient mass transfer coefficient is not negligible. This casts doubt on the accuracy of power spectrum data of wall shear stress in high frequency range. Besides, the longitudinal diffusion term plays a noticeable role when the dimensionless length of the electrode is small and the frequency is high. Attention should be paid to the very poor frequency response of a double probe as it is used for the wall shear oscillating around zero.