We report on the realization of a capacitive dilatometer, designed for high-resolution measurements of length changes of a material for temperatures 1.4K ≤ T ≤ 300K and hydrostatic pressure P ≤ 250MPa. Helium ( 4He) is used as a pressure-transmitting medium, ensuring hydrostatic-pressure conditions. Special emphasis has been given to guarantee, to a good approximation, constant-pressure conditions during temperature sweeps. The performance of the dilatometer is demonstrated by measurements of the coefficient of thermal expansion at pressures P ≃ 0.1MPa (ambient pressure) and 104MPa on a single crystal of azurite, Cu 3(CO 3) 2(OH) 2, a quasi-one-dimensional spin S = 1/2 Heisenberg antiferromagnet. The results indicate a strong effect of pressure on the magnetic interactions in this system. © 2012 American Institute of Physics.