The crystal structure of EuFe_2As_2 has been studied up to a pressure of 35GPa and down to a temperature of 8K using temperature dependent x-ray diffraction in a diamond anvil cell at a synchrotron source. At 4.3GPa, we have detected a structural phase transition from a high temperature tetragonal phase with I4/mmm space group to a low temperature orthorhombic phase with Fmmm space group around 120K. With the application of pressure at a low temperature of 10K, the orthorhombic phase is suppressed and a phase change to a collapsed tetragonal phase with I4/mmm space group is observed at 11GPa. This collapsed tetragonal phase is similar to the one observed at ambient temperature and pressure above 8.5GPa. We have shown that the collapsed tetragonal phase of EuFe_2As_2 has the same pressurevolume (PV) equation of state at ambient temperature and at 10K, implying that the high pressure phase of EuFe_2As_2 has a negligible thermal expansion coefficient.
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