Linear electron accelerators and their applications such as ultrafast electron diffraction require compact high-brightness electron sources with high voltage and electric field at the photocathode to maximize the electron density and minimize space-charge induced emittance growth. Achieving high brightness from a compact source is a challenging task because it involves an often-conflicting interplay between various requirements imposed by photoemission, acceleration, and beam dynamics. Here we present a new design for a compact high voltage DC electron gun with a novel cryogenic photocathode system and report on its construction and commissioning process. This photoemission gun can operate at ∼200 kV at both room temperature and cryogenic temperature with a corresponding electric field of 10 MV/m, necessary for achieving high quality electron beams without requiring the complexity of guns, e.g., based on RF superconductivity. It hosts a compact photocathode plug compatible with that used in several other laboratories opening the possibility of generating and characterizing electron beam from photocathodes developed at other institutions.