This paper describes an apparatus which can be used to determine bulk thermal expansion coefficients of liquids as a function of temperature and pressure up to 10 kilobar in a temperature range from −20° to 100 °C. The principle of the method consists in measuring the heat of compression by a step by step procedure. The apparatus is a Joule twin calorimeter which is composed of a high pressure vessel and a reference cylinder. Temperature differences between these two components can be detected at better than 10−5K by means of a gas thermometer, thus providing high sensitivity. Results are given for liquidn‐hexane and ethyl alcohol.