The closed cycle diesel engine is used in a closed circuit system which has no air breathing. The working fluid as intake mixture are consisted of oxygen, argon and recirculated exhaust gas in order to obtain underwater or underground power sources. In the present study, the high pressure diesel engine which can be operated by the closed cycle system with high intake pressure for increasing the net power rate is designed. It has been carried out to investigate the combustion characteristics of high pressure diesel engine according to the power rate. The maximum cylinder pressure and heat release rate were investigated. Also, major experimental data such as specific fuel consumption rate, oxygen concentrations, fuel conversion efficiency, polytropic exponent, and IMEP were compared with low pressure diesel engine experimental data.