High-pressure synthesis (which refers to pressure synthesis in the range of 1 to several GPa) adds a promising additional dimension for exploration of compounds that are inaccessible to traditional chemical methods and can lead to new industrially outstanding materials. It is nowadays a vast exciting field of industrial and academic research opening up new frontiers. In this context, an emerging and important methodology for the rapid exploration of composition-pressure-temperature-time space is the in situ method by synchrotron X-ray diffraction. This review introduces the latest advances of high-pressure devices that are adapted to X-ray diffraction in synchrotrons. It focuses particularly on the “large volume” presses (able to compress the volume above several mm3 to pressure higher than several GPa) designed for in situ exploration and that are suitable for discovering and scaling the stable or metastable compounds under “traditional” industrial pressure range (3–8 GPa). We illustrated the power of such methodology by (i) two classical examples of “reference” superhard high-pressure materials, diamond and cubic boron nitride c-BN; and (ii) recent successful in situ high-pressure syntheses of light-element compounds that allowed expanding the domain of possible application high-pressure materials toward solar optoelectronic and infra-red photonics. Finally, in the last section, we summarize some perspectives regarding the current challenges and future directions in which the field of in situ high-pressure synthesis in industrial pressure scale may have great breakthroughs in the next years.