Pressure is a unique tool to tune the interplay between structural, electronic and magnetic interactions. It leads to remarkable properties of materials such as recent temperature records in superconductivity. Advanced magnetic measurements under very high pressure in the Diamond Anvil Cell (DAC) use synchrotron approaches but these are lacking a formal link to the macroscopic magnetic properties. We report an alternative method consisting in optical magnetometry based on nitrogen-vacancy (NV) centers created at the surface of a diamond anvil. We illustrate the method by two measurements realized at room and low temperature respectively: the pressure evolution of the magnetization of an iron bead up to 30 GPa showing the iron ferromagnetic collapse and the detection of the superconducting transition of MgB 2 at 7 GPa. * These authors contributed equally to this work. 1 arXiv:1812.09894v1 [cond-mat.mes-hall]