The article reviews the experimental techniques used in high pressure-low temperature investigations to study a variety of physico-chemical phenomena. The general principles of producing high pressures at low temperatures, the methods of measuring P and T, the materials used for construction and the diamond anvil cell (DAC) are briefly given first. Specific pieces of apparatus to measure the mechanical properties, phase equilibria, thermal properties, electrical properties, magnetic phenomena, optical and Raman/IR spectroscopic behaviour as well as Mössbauer spectra are then discussed. While instrumentation is the main emphasis of the article, a few illustrative examples of interesting observations are also indicated. Over 250 current papers are cited.