A lot of great work has been done since the high pressure research carried out on synchrotron radiation facility almost 40 years ago. The history of high pressure single-crystal diffraction research on synchrotron radiation facility has also been more than 20 years. Recently, with the development of synchrotron X-ray optical techniques and high pressure technology, especially the invention and improvement of large opening diamond anvil cell (DAC), high pressure single-crystal X-ray diffraction (HPSXRD) method has become more and more popular in high pressure studies. The HPSXRD can be used to perform structure determination and refinement to obtain the information about lattice parameter, space group, atomic coordinate and site occupation. Compared with powder X-ray diffraction, the HPSXRD can not only obtain the three-dimensional diffraction information of samples, but also have much better signal-to-noise ratio. Furthermore, the HPSXRD data can be used to study the electron density distribution to obtain more information about chemical bonds and electron distribution. In this work, we introduce the HPSXRD method in synchrotron radiation facilities, including the knowledge of single-crystal X-ray diffraction experimental system, DAC for HPSXRD, sample loading, and HPSXRD data processing.