In this paper, a technique of single-crystal X-ray diffraction measurements under high pressures, using a diamond anvil cell with helium gas as an inert and hydrostatic pressuretransmitting medium, is described. The technique has been applied to a three-dimensional halogen-bridged mixed-valence gold complex, CS2 [AuICl2] [AuIIICl4] to investigate the mixedvalence state and the crystal structure under high pressures up to 18 GPa.