Thermomechanical modeling of a sample assembly (sample plus pressure transmitting medium) in a laser-heated diamond–anvil cell (LHDAC) is presented. Finite elements numerical calculation afforded to obtain the temperature distribution and the induced thermal pressure field, showing that a non-negligible pressure increase (called thermal pressure) occurs in the laser-heated zone. When argon is used as a pressure transmitting medium, thermal pressure can reach 20%–30% of the normal pressure measured in the cold zone. This modeling is supported by experimental studies. It is shown that discrepancies between diamond–anvil cell and large volume press experiments on the coesite to stishovite transition are quantitatively explained by the thermal pressure effect. Moreover, thermal pressure also explains the anomalous low thermal expansion coefficient obtained by x-ray diffraction studies in LHDAC.