A simple and safe method for determining the explosion limits at elevated pressures and temperatures is developed by using a small explosion test cell with a pressure balancing and containment design. Tests at elevated pressure are achieved by balancing the test-cell pressure and the containment-vessel pressure. If the vapor in the test cell is flammable and ignites, the overpressure will rupture the test cell but remain confined safely by the containment vessel. The method successfully achieved explosion-limit measurement at pressures up to 5.5 MPa with all the equipment components rated at a pressure of only 13.9 MPa. Results are presented for hydrogen and methane at ambient condition and elevated pressures, and shown to be in good agreement with the data in the literature. Preliminary results on the upper explosion limits of cyclohexane at cyclohexane oxidation conditions are also reported. The method will greatly benefit the study of explosion limits at elevated pressures and the safety of hydrocarbon/air oxidation processes.