Information　on　the　structural　evolution　of　materials　under　high　pressure　is　of　great　importance　for　understanding　the　properties　of　materials　exhibited　under　high　pressure.　High-pressure　powder　diffraction　is　widely　used　to　investigate　the　structure　evolution　of　materials　at　such　pressure.　Unfortunately,　powder　diffraction　data　are　usually　insufficient　for　retrieving　the　atomic　structures,　with　high-pressure　single-crystal　diffraction　being　more　desirable　for　such　a　purpose.　Here,　a　high-pressure　single-crystal　diffraction　experimental　system　developed　recently　at　beamline　4W2　of　Beijing　Synchrotron　Radiation　Facility　(BSRF)　is　reported.　The　design　and　operation　of　this　system　are　described　with　emphasis　on　special　measures　taken　to　allow　for　the　special　circumstance　of　high-pressure　single-crystal　diffraction.　As　an　illustration,　a　series　of　diffraction　datasets　were　collected　on　a　single　crystal　of　LaB6　using　this　system　under　various　pressures　(from　ambient　pressure　to　39.1GPa).　The　quality　of　the　datasets　was　found　to　be　sufficient　for　structure　solution　and　subsequent　refinement.