This paper deals with the results of the variation of thermal conductivity of rocks with pressure on a laboratory scale. For this purpose, the authors have added a pressure-supplying unit to the apparatus developed by Mousset-Jones and McPherson (7986), Onder (1995), Ashworth and Ashworth (1979), and Innaurato and Occella (1989) in order to measure the thermal conductivity under pressure. The values obtained from the tests performed by this new apparatus have been stated using a regression analysis and the related graphs have been drawn. Results have shown that the thermal conductivity of rock varies digressively with pressure. The same results have been obtained in different rocks types.