In this work, a novel stand-alone multi-axial loading test setup was developed to test miniature samples under uniaxial tension, uniaxial compression, in-plane biaxial tension, and biaxial compression stress states. Good agreement in stress-strain responses was observed between the uniaxial experiments carried out using the miniature sample geometry in the custom-built setup and the uniaxial standard geometry in a universal testing machine. With regard to biaxial experiments, the full-field strain captured using digital image correlation for the biaxial specimens revealed strain homogeneity in the central gage section of the sample. Furthermore, the in situ capability of the setup was demonstrated by integrating it with a commercial laboratory x-ray diffractometer, and good agreement was found between the calculated stress values from the load sensor and the stress obtained using x-ray diffraction.