The construction of a probe suitable for pulsed NMR for the investigation of fluids and solids at hydrostatic pressures up to 3 kbar is reported. The probe fits in a cryostat constructed inside the room‐temperature bore of a superconducting magnet. The temperature can be controlled in the range from 80 to 380 K. The apparatus has been used successfully in a NMR study of self‐diffusion in gaseous and liquid xenon, using129Xe and131Xe spin echoes at 75 and 22 MHz, respectively.