Neutron diffraction is a powerful tool of high pressure research and in many ways can be considered to be complementary to X-rays for crystallographic experiments. The special features of neutron diffraction include its sensitivity to hydrogen (deuterium) and other common light atoms, its contrast for atoms having similar atomic weights, and its sensitivity to magnetic order. However, despite these advantages, neutron diffraction has been much less used than Xray scattering for high pressure studies because until recently, large sample volumes were required and the maximal attainable pressures were limited to ~2 GPa. These limitations were overcome in 1992 with the advent of the Paris-Edinburgh cell which allows structural studies by neutron diffraction at pressure up to 30 GPa. In this talk, I will give an introduction to high pressure neutron diffraction techniques with a strong emphasis on recent developments, in particular the new design of a cell assembly with internal heating which enables neutron diffraction to be performed at simultaneous high temperatures and pressures (8 GPa, 2000 K). A novel non-invasive neutron radiographic method to measure the temperature of the sample in the high-P/T cell will be also presented. I will illustrate the potential of these methods for fundamental Solid State Physics, Planetology and Earth Sciences by presenting some structural studies on a variety of materials under pressure. Finally, future developments and improvements will be reviewed.