This design note describes an experimental device, based on a Setaram C-80 calorimeter and an Anton Paar 512P densimeter, developed in order to measure densities and heat capacities at constant pressure of liquids and of liquids with gas dissolved. Pressure ranges from 0.1 to 70 MPa for the density measurement and from 0.1 to 100 MPa for the heat capacity determination, at temperatures from 303 to 473 K. The specific arrangement incorporated in the apparatus and the method of transfer of samples into the measurement vessels required for the study of these mixtures are also detailed. The functioning of this instrument was tested by measuring the heat capacity of liquid n-hexane, with calibration performed with water. Comparison with literature data obtained by an indirect method indicates that the deviation is less than 0.6%. The results of an investigation of a binary mixture, of n-decane and carbon dioxide, which has two phases under normal conditions, is also given.