This article describes an experimental setup to measure the TCC between interfaces of two contact solid materials. This apparatus consists of loading and load bearing subsystem, water-cooling subsystem, heating subsystem, temperature measurement and control subsystem and thermal insulation subsystem. A new kind of design scheme of the compensation heater is put forward. An experimental investigation of TCC is conducted with pressed pairs of TC4/30CrMnSi contacts in the range 40~140MPa. The results show that TCC over this condition increases with load, and is greater in the process of unloading than that of loading under the same condition.