Functional properties of biological molecules and cells are affected by environmental parameters such as temperature and pressure. While Raman spectroscopy provides an intrinsic probe of molecular structural changes, the incorporation of a microscope enables studies of minuscule amounts of biological compounds with spatial resolution on a micron scale. We have developed a novel setup which combines a Raman microscope and a high pressure cell. A micro-capillary made out of fused silica simultaneously serves as the supporting body and the optical window of the pressure cell. The cell has been tested over the pressure range from 0.1 to 4 kbar. Raman spectra of less than 100 nanoliter amount of amino acid and protein solutions have been measured in the micro-capillary high pressure cell. It is also demonstrated that the setup is well suited for spectrally resolved fluorescence measurements at variable pressure.