Increasing injection pressure can increase combustion efficiency in direct injection (DI) diesel engines attributing to enhanced atomization. In this paper, a high pressure experimental setup was built to generate ultra-high fuel pressure. An intensification unit was used to magnify the pressure by about 10 times. Preliminary testing of the high pressure system produced a peak pressure of about 8700 bar. Due to the pressure limitation of the commercially available diesel fuel system, the maximum pressure tested in a practical piezoelectric fuel injector was 2500 bar. A high-speed imaging technique was used to visualize the fuel injection events and spray images were taken by a high speed camera for quantitative analysis. A Schlieren technique was used to visualize the shock waves generated during spray penetration. The near nozzle early stage spray development was also studied using a long distance microscope and an intensified charge coupled device (ICCD) camera. Results show that the spray penetration velocity increases with the increase of the injection pressure, while a higher injection pressure leads to a later opening of the piezoelectric injector. The spray angle first has a large value, then remains relatively steady throughout the injection process. Schlieren results clearly demonstrate detached shock waves during the spray penetration. The near nozzle results show that during the very early stage the spray penetration is quite linear for different injection pressures and the spray angle also appears to be very large at the beginning, which is consistent with the high-speed imaging results. Both high-speed imaging and near nozzle results were compared with published empirical equations. The high-speed imaging result shows a good match with the linear stage of empirical equation, while near nozzle result shows lower penetration velocity, indicating that there exists a very short “acceleration stage” for spray development at the starting moment of fuel injection.