A far‐infrared reflectivity set up has been developed for spectroscopy on highly reflective materials in a 20 T‐class resistive Bitter magnet. As a first application, far‐infrared reflectivity measurements on the heavy‐fermion compound URu2Si2have been performed using a silicon reflection Fabry–Pe´rot interferometer as a multiple reflection device. In a resonance, this Fabry–Pe´rot technique is one order of magnitude more sensitive than a single reflection measurement. Changes in the reflectivity as a function of magnetic field are resolved with an accuracy of 0.2% and the absolute value of the reflectivity can be obtained with an accuracy of 0.5%. With this interferometer, an excitation at about 40 cm−1in the heavy‐fermion system URu2Si2is investigated at temperatures between 2 and 20 Kelvin and in magnetic fields up to 20 T. The excitation appears to extend to lower energies under influence of a large magnetic field. ©1996 American Institute of Physics.