The system comprises at least one sonde or probe (1) taken down into a well (2) at the end of an electric-carrying cable (3). The sonde consists of two parts (4, 5) that can be displaced in relation to one another. A first part (4), relatively light, contains most of the sensing means (geophones, accelerometers, etc). The second part (5), much heavier, contains a hydraulic anchoring system (10-11) and an electronic system (14) for the control, the acquisition of signals and the control of communications with a surface installation. An anchoring arm (9), magnetic coupling means ((7A-7C) (in case of use in a cased well) and angular positioning means (21, 22) allow to align the two parts of the sonde in relation to one another. The connection of both parts is designed in such a way that, during the measuring operations, the first part (4) containing the sensors is mechanically uncoupled from the other part (5) which is heavier.