The high operation frequency mainly reduces transformer volume in the power supply. A high frequency and high voltage pulse transformer is designed, fabricated, and tested. Switching frequency of the transformer is 100 kHz. Input and output voltages of the transformer are 250 V and 4 kV, respectively. Normal operation power of the transformer is 3 kW. Maximum volume of the transformer is 400 $cm^3$. The power density is thus 7.5 W/$cm^3$. The transformer will be installed in a metal box that has nominal operation temperature of 85 degree centigrade. The transformer and other high voltage components in the box will be molded with Silicon RTV(Room Temperature Vulcaniza) that has a very low thermal conductivity. Procedure of design and test results are discussed. Analytical as well as experimental results of varous paramters such as transformer loss, leakage inductance, distributed capacitance are also discussed. In addition, thermal analysis results from ANSYS code for three different operation conditions are discussed.