A microcircuit was designed and fabricated on a diamond anvil cell for alternating current impedance spectroscopy measurement under high pressure. Sputtered molybdenum film on a diamond anvil was used as an electrode, maintained the contact between the sample and the electrode stable, and reduced the electrode effect on the impedance measurement. By the empty cell and short circuit tests, the parasitic capacitive impedance from the sample chamber wall was observed to be larger than 10(5) Ω at a frequency lower than 1.0 MHz and could be ignored for samples with higher conductivity. The wire inductance was only 1.0 μH and just appeared at frequency higher than 20 kHz, which could be subtracted from measured impedance for the samples with higher impedance than several hundred ohms. Using this apparatus, the impedances of the II-VI group cadmium sulfide were measured. The pressure dependence of the grain interior conductance of CdS crystal was obtained, which reflected that the phase transitions of CdS under high pressure are the same as the single crystal measurement results.