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The paper reports details of a high-pressure thermoelectric power (Seebeck effect) technique up to 40GPa. Several different types of high-pressure cells with anvil insets are presented. The technique was applied for measurements of pressure dependence of the thermopower of several substances including elemental metals (lead, Pb; indium, In), cerium–nickel alloy, Ce–Ni and sulphur, S. Two peculiarities in the pressure dependences of the thermopower of CeNi were found and attributed to structural transformations, near ∼5 and ∼10GPa. These transitions were confirmed in direct X-ray diffraction studies. Sulphur compressed to 40GPa exhibited a hole type conductivity and the thermopower value was about ∼+1mV/K. Additionally, as an example of pressure calibration, the data on the electrical resistivity of zinc selenide, ZnSe, are given in a range of 0–23GPa. These data suggest three possible scenarios of …