Besides temperature at one atmosphere, the applied pressure is another important parameter for influencing and controlling reaction pathways and final reaction products. This is relevant not only for the genesis of natural minerals, but also for synthetic chemical products and technological materials. The present critical review (316 references) highlights recent developments that utilise high pressures and high-temperatures for the synthesis of new materials with unique properties, such as high hardness, or interesting magnetic or optoelectronic features. Novel metal nitrides, oxonitrides as well as the new class of nitride-diazenide compounds, all formed under high-pressure conditions, are highlighted. Pure oxides and carbides are not considered here. Moreover, syntheses under high-pressure conditions require special equipment and preparation techniques, completely different from those used for conventional synthetic approaches at ambient pressure. Therefore, we also summarize the high-pressure techniques used for the synthesis of new materials on a laboratory scale. In particular, our attention is focused on reactive gas pressure devices with pressures between 1.2 and 600 MPa, multi-anvil apparatus at P < 25 GPa and the diamond anvil cell, which allows work at pressures of 100 GPa and higher. For example, some of these techniques have been successfully upgraded to an industrial scale for the synthesis of diamond and cubic boron nitride.