We have constructed an apparatus to measure heat capacity of small single crystals by thermal relaxation calorimetry technique. We have used a Pt thin film thermometer with 100 Ω at room temperature as a sensor and small strain gauge with 1000 Ω as a heater. The calorimetry cell is mounted on a cryostat and is surrounded by two radiation shields of which temperature can be controlled independently. The application as a continuous heating adiabatic calorimeter seems to be possible using the same system.