We have developed a novel way to perform de Haas-van Alphen (dHvA) measurements under high pressure using a microcoil system in an anvil cell, allowing us to track the electronic structure of strongly correlated electronic systems as a function of pressure. The unconventional superconductor Sr2RuO4 is chosen to illustrate the feasibility of this technique. The dHvA frequencies are obtained from the oscillatory data and they are compared with the values reported earlier in the literature. The quasiparticle effective masses are extracted from our high resolution dHvA data. (c) 2007 Elsevier B.V. All rights reserved.