TA diamond anvil cell (DAC) is the most versatile tool to study structures and physical properties of (non-)crystalline materials at high pressures. The range of experimental techniques in a DAC is very broad: synchrotron and X-ray diffraction, inelastic X-ray scattering, optical and vibrational spectroscopies, etc. However, the main disadvantage of the DAC is a limited sample volume that is available in the sample chamber. Owing to the development of modern twodimensional detectors and radiation sources, high-pressure single-crystal X-ray diffraction in the DAC using laboratory and synchrotron facilities can now be performed on complex crystal structures that are twinned or modulated. On the other hand, there are hardly any single-crystal neutron diffraction studies in the DAC that would present complete structural refinements. Up to now, even at the most advanced neutron facilities it is difficult to routinely study crystals with volumes below 1 mm3 due to the low flux of the neutron beams. The requirement for large samples hinders a joint use of X-ray and neutron single-crystals diffraction upon compression. The combination of both techniques is highly advantageous for detailed studies on crystalline compounds, as neutron diffraction plays a crucial role in those cases where X-ray diffraction fails to provide information on, for instance, magnetic order or compounds containing light elements. Recently, we have started to explore the feasibility of neutron measurements in the DAC on the single-crystal diffractometer HEIDI at the Heinz Maier-Leibnitz Zentrum (MLZ) in Garching (Germany) that offers the benefit of various short wavelengths with high fluxes. We have now developed optimized DACs for measurements on crystals smaller than 0.1 mm3 at room and low temperatures in the transmission and radial (panoramic) neutron scattering geometries. Some of these DACs could well be used for combined X-ray and neutron investigations.