This article contains a description of a laser interferometer coupled with a furnace for in situ dilatation measurements under high magnetic field. The apparatus fits an 18 T superconducting magnet with a 32 mm diameter room temperature bore. This optical method was chosen for dilatation measurements because it is not perturbated by the magnetic field. The measured sample can be heated up to 1500 K under a controlled atmosphere, and heating and cooling rates can be varied within a range of 10 K/s. The resolution is below 50 nm. As an example of using in situ dilatation measurements to follow phase transformations, the increase in the ferrite/austenite transformation temperature in pure iron in a magnetic field up to 16 T was experimentally evidenced.