Infiltration by a melt is an attractive but rarely utilized technique of synthesis of composite materials. When applying pressures in the GPa range the technique allows for a synthesis of multi-phase nanomaterials. The process is done in a toroid high-pressure high-temperature cell at pressures up to 7.7 GPa and temperatures up to 20000C. The nanoporous matrix is prepared by compacting nanopowders of high-hardness materials such as Al2O3, SiC, or diamond. The infiltrating material can be any substance with the melting temperature (at a given pressure) below the processing temperature. When the infiltrant melts the pressure forces it to fill the pores in the matrix. The resulting composite contains a continuous network of solidified injected material with embedded grains of the ceramic powder. The crystallite size of the secondary phase depends on the grain size of the ceramic powder used and can be as low as 10 nm. The technique proved successful with metals (Mg, Sn, Zn, Al, Ag, Cu), semiconductors (Si, Ge, GaAs, CdTe), and ionic glasses as the injected material. Under certain p-T conditions the infiltrating material can chemically react with the matrix. In such cases the interfaces between the nanograins of the two components become chemically bonded which improves mechanical properties of the material. High-plasticity of some metals under pressure allows for their infiltration below the melting point. Depending on the matrix-infiltrant system and the processing conditions the technique may produce materials serving different objectives. The process can produce nanograins of a given material embedded in an ambient matrix. Such composites are used to study electrical, optical and magnetic properties of nanoparticles of metals and semiconductors. Chemically-bonded composites are primarily the subject of investigations of the effect of the crystallite size on the material mechanical properties.