The nonhydrostatic stress states that are developed in the pressure media within diamond-anvil pressure cells have been investigated by single-crystal X-ray diffraction. Measurements of unit-cell parameters of small single crystals under nonhydrostatic conditions are used to calculate the deviatoric strains and, through knowledge of the elastic tensors of the crystals, the stress state of the media. The results confirm that the stress state is effectively cylindrically symmetrical with the stress parallel to the load axis being greater than the radial stresses. The stress state in a given medium can be predicted and can be used to design a specific response of the lattice parameters of small single crystals to pressure beyond the hydrostatic pressure limit of the pressure medium.