Abstract: We set up a sensitive high pressure DTA measuring method on a piston-cylinder apparatus with 20 mm inner diameter. By repeated experiments and improvements, this method is proved to be enough sensitive and efficient. The main point of this method can be stated as follows: the sample capsule is made of a material which is used as one pole of a thermocouple and the wire of another pole is welded on the centre of the capsule. Such an arrangement to receive signals from the heat released. In this new sample assembly, as a result of much higher detecting efficiency, the quantity of sample can be reduced from several hundred milligrams to tens of milligram so the space being seized of the sample in pressure chamber is reduced to about 0.5 mm in the axial direction. For this reason the temperature homogeneity in the sample is essentially improved and the baseline of DTA curve become basically flatted. By substitution of the plate thermocouple for the point junction form, the latent heat on transition is received far more sufficiently and the differential thermal signals are enhanced obviously. We have successfully distinguished very closely situated transition in high pressure phase diagram determination of ternary alloy systems by this method. Many experimental results on various substances show that present new assembly is rational instructure and possess a sensible and simple part arrangement.