By combining thermoreflectance measurements and laser heated diamond anvil cell (LHDAC) techniques, an instrument for the measurement of in situ high pressure-temperature thermal diffusivity of materials was developed. In an LHDAC system, high-power continuous-wave laser beams irradiate both faces of a disk-shaped metal sample loaded into diamond anvil cells (DACs), to maintain a stable high-temperature condition. During the operation of the LHDAC system, temperature of the sample is determined from the thermal radiation spectrum between 640 and 740 nm to fit Planck's law. Subsequently, a pulsed laser beam irradiates the metal disk to induce a temperature gradient inside the sample, and the transient temperature, caused by heat diffusion, is measured by a continuous wave probe laser based on the thermoreflectance phenomenon. We determined the thermal conductivities of Pt and Fe up to approximately 60 GPa and 2000 K using the measured thermal diffusivities and obtained values consistent with previous works. The uncertainties in the pressure and the temperature are estimated to be approximately 10%, and that in the thermal conductivity is estimated to approximately 15%. The system developed in this study enables us to determine thermal transport properties of materials under pressure-temperature conditions of the deep Earth.