Pressure is one of the thermodynamic parameters together with the temperature to control the stability of materials. Ultra-high pressure in more than GPa regions allows us to obtain novel transition metal nitrides. This review shows a synthesis system under ultra-high pressures and high temperatures called laser-heating diamond anvil cell system in the first part. Then, our recent research results of the first synthesis of a novel niobium nitride, U2S3 type Nb2N3 are described. In the second part, compression and thermal expansion behaviors of the U2S3-type Nb2N3 are shown and compared with each other. Besides, the high pressure in-situ XRD and low temperature in-situ XRD measurement systems in the Aichi Synchrotron Radiation Center (Aichi SR) are also described briefly.