Paris-Edinbrugh (PE) press has been widely used in high pressure in-situ neutron diffraction experiments due to its advantages of large sample size, portability and simple structure. However, with the characteristics of uniaxial load of PE press, the weak lateral support makes the gasket and cell assembly continue flowing outward. So, the development of cell assembly of PE press that can simultaneously work under high pressure and high temperature (high P-T) is a great challenge. In this work, we design three-segment high P-T assembly of PE press for neutron diffraction, which can significantly improve the heating efficiency, thermal insulation, and stability of assembly. By using the fanned Cu foil leads of thermocouple, we realize the in-situ measurement of assembly temperature under a high pressure up to 5 GPa. The designed HPT-3 and HPT-3.5 assemblies can arrive at 2034 K and 1515 K respectively, which are measured by thermocouple. The high P-T experiments of HPT-3 assembly are carried out on a high-pressure neutron diffraction spectrometer (Fenghuang) of China Mianyang Research Reactor (CMRR). The results show that the designed assembly can simultaneously achieve high P-T of 8.5 GPa and 1508 K with collecting the high-quality neutron diffraction data of MgO cylindrical sample.