Abstract: The science of high pressure concerns the structure, state, properties, and transformation of matter under different pressures. The research focuses mostly on condensed matter,and includes physics, chemistry, material science, geology, biology, and even cosmonautics, which are all based on experiment. The reason why the science of high pressure can be regarded as an independent research field is that it needs special ingenious techniques, and is a field that is driven by technological innovation. There are many experimental methods that can be applied to high pressure so far, such as Raman scattering, infrared spectroscopy, Brillouin scattering, synchrotron X-ray diffraction, electrical and magnetic measurement, etc. In this paper we introduce the theory, development and application of the above in-situ measurement techniques under high pressure. The discussion in this paper should help provide a deeper understanding as well as an important basis and reference for the development of high pressure in-situ measurement technology.