We report development of micro-focusing optics for high-energy x-rays by combining a sagittally bent Laue crystal monchromator with Kirkpatrick-Baez (K-B) X-ray focusing mirrors. The optical system is able to provide a clean, high-flux X-ray beam suitable for pair distribution function (PDF) measurements at high pressure using a diamond anvil cell (DAC). A focused beam of moderate size (10-15 μm) has been achieved at energies of 66 and 81 keV. PDF data for nanocrystalline platinum (n-Pt) were collected at 12.5 GPa with a single 5 s X-ray exposure, showing that the in-situ compression, decompression, and relaxation behavior of samples in the DAC can be investigated with this technique. PDFs of n-Pt and nano Au (n-Au) under quasi-hydrostatic loading to as high as 71 GPa indicate the existence of substantial reduction of grain or domain size for Pt and Au nanoparticles at pressures below 10 GPa. The coupling of sagittally bent Laue crystals with K-B mirrors provides a useful means to focus high-energy synchrotron X-rays from a bending magnet or wiggler source.