Pressure perturbation calorimetry (PPC) is a novel calorimetric technique which allows us to obtain information about volumetric properties of solute molecules and colloidal particles in aqueous solutions. A PPC calorimeter has basically the same architecture as a high-sensitivity power-compensation differential scanning calorimeter, but it can measure the heat quantity transferred from or into a sample solution during the course of an isothermal small pressure change by attaching an external accessary for pressure control to the calorimeter. This heat quantity can be related to the expansion coefficient α, and thus, the temperature dependence of α can be obtained by performing PPC scans at a series of different temperatures. This article describes the application of PPC to the investigation of volume behavior of phospholipid bilayer membranes on the basis of our previous studies along with the general thermodynamic background of the PPC technique. We also give a concise explanation of how to analyze the PPC data, because we modified the conventional data analysis method to evaluate the absolute values of volume changes with bilayer phase transitions.