We present the design, test, and performance of a piston type pressure cell for low-temperature dielectric measurements up to 10 kbar with particular emphasis on the electrical feedthrough for four coaxial cables and four conventional copper wires. The coaxial cables provide proper shielding of the applied test signal; a commercial continuous flow cryostat allows us to minimize the total cable length enabling temperature and pressure-dependent dielectric spectroscopy measurements down to 8 K and up to 5 MHz. We performed open compensation measurements, i.e., background measurements of the response originating from the pressure setup without a sample, to obtain its high frequency characteristics. The stray capacitance of the pressure setup is determined as Cstray = 40 fF, making it possible to measure small single crystals with a weak dielectric response. The proper operation is verified by comparing measurements of a test sample in the pressure setup at ambient pressure and in a standard dielectric spectroscopy setup.