High-pressure extreme conditions are crucial for realizing novel states and regulating material properties, while magnetic resonance technology is a widely used method to characterize microscopic magnetic structures and magnetic properties. The integration of these two fields offers new opportunities for cutting-edge research in condensed matter physics and materials science. However, conventional magnetic resonance is limited by several factors, such as low spin polarization and low signal detection efficiency, which makes in-situ measurement of micrometer-sized samples under ultra-high pressure a challenge. Recent advances in quantum sensing with color centers in solids, in particular, the development of quantum sensors based on nitrogen vacancy (NV) centers in diamond, provide an innovative solution for magnetic resonance and in-situ quantum sensing under high pressure. This article summarizes the effects of high-pressure conditions on the spin and optical properties, as well as on the magnetic resonance of diamond NV centers. In addition, this article reviews recent advances in high-pressure quantum sensing through applications such as magnetic imaging, pressure detection, and the study of the superconducting Meissner effect under high pressure.