We describe an experimental setup designed for transport measurement of thin disordered superconducting films as a function of pressure up to several GPa. We use a specially designed single screw diamond anvil cell that allows the gradual increase of high pressure at cryogenic temperatures. By depositing amorphous films of disordered superconducting indium oxide directly on the diamond, we avoid the effect of pressure-induced structural changes in the substrate. Using this technique, we are able to drive thin films through a pressure tuned superconductor-insulator transition.