Single crystal mat (SCM) samples of polyethylene (PE) were prepared from dilute solution of p-xylen, then they were annealed at pressures of 200 and 500 MPa. Lamellar thickness of the original and annealed SCM samples was measured by small-angle X-ray scattering method. Orientation of the molecular chain in those SCM samples was investigated by wide-angle X-ray diffraction pattern. From these X-ray measurements, annealing temperature dependence of the lamellar thickness, i.e., lamellar thickening, under high pressure was obtained. Melting process of the SCM samples was also investigated at 200 and 500 MPa by high pressure differential thermal analysis. Then correspondence between the lamellar thickening and the melting process was studied. The lamellar thickness increases markedly with approaching to the melting temperature of the orthorhombic crystal even in the high pressure region where the high pressure phase (hexagonal phase) appears. The annealing temperature dependence curve of the lamellar thickness at 200 MPa can be superimposed on the curve at 500 MPa by shifting the curve along the temperature scale by 47 K. Large scale lamellar thickening occurs in the orthorhombic crystal phase in the high pressure region. The formation process of extended-chain crystal is discussed.