We describe the construction of four different systems used for annealing samples in oxygen. The gas pressure can be controlled over nine decades (10−6–2×103bar). The maximum temperature, 1700 °C, is limited by the ceramic materials used for thermal insulation and for the crucibles. The low‐pressure furnaces (10−6–1 bar) have an external heating system and incorporate an active regulation of a small gas flow. The intermediate pressure furnaces (1–150 bar) are heated either by a special resistive wire or by rf heating with a Pt‐20%Rh susceptor, both in the pressurized gas chamber. Quenching is possible in the latter. For the kbar range, we designed a double‐chamber autoclave with separate heater and sample spaces, filled with Ar and O2. The gas pressures are balanced in a cold, separate vessel by means of a silicon hose. The temperature is measured with a thermocouple feeding into the hot, pressurized oxygen environment very close to the sample. The construction problems of this new autoclave have been solved with particular emphasis on the safety requirements. ©1994 American Institute of Physics.