A high‐pressure apparatus in the form of a modified Instron capillary rheometer capable of measuring differential thermal analysis (DTA) data and pressure–volume–temperature (P–V–T) relations was constructed in our laboratory. Temperatures from 20 to 370 °C and pressures from 1 to 6000 bar are achievable with a data‐acquisition and control system based on an APPLE II+ microcomputer. Measurements of pressure to an accuracy of 1%, temperature of 0.5%, and volume change of 0.1% have been obtained. Software was developed to operate the experiments at fixed heating or cooling rates as well as at a constant pressure or with isothermal pressure sweeps. Polymer samples were compressed into rods preceding the experiment by a vacuum molder to eliminate voids. Low‐density polyethylene (LDPE) was run as an example to demonstrate the performance of this pressure apparatus. The results revealed an excellent match between our experimental data and the published data.