Microstructures govern the mechanical properties of materials and change dramatically during phase transformations. A detailed understanding of microstructures at different stages of a transformation is important for the design of new materials and for constraining geophysical processes. However, experimental studies of transformation microstructures at the grain scale have been mostly based on ex situ observations of quenched products, which are difficult to correlate with bulk sample properties and transformation kinetics. Here, it is shown how multi‐grain crystallography on polycrystalline samples, combined with a resistively heated diamond anvil cell, can be applied to investigate the microstructural properties of a material undergoing a phase transition in situ at high pressure and high temperature. This approach allows the extraction of the crystallographic parameters and orientations of several hundreds of grains inside a transforming sample. Important bulk information on grain size distributions and orientation relations between the parent and the newly formed phase at the different stages of the transformation can be monitored. These data can be used to elucidate transformation mechanisms (e.g. coherent versus incoherent growth), growth rates and orientation‐dependent growth of individual grains. The methodology is demonstrated on the α–γ phase transitions in hydrous Mg2SiO4·H2O up to 22 GPa and 940 K. This transformation most likely occurs in the most abundant mineral of the Earth's upper mantle (Mg0.8Fe0.2SiO4) in deep cold subducted slabs and plays an important role in their subduction behaviour.