A furnace with a water-cooled outside shell has been assembled to do in situ x-ray diffraction (XRD), small angle x-ray scattering (SAXS), and x-ray absorption fine structure (XAFS) experiments. The details of the furnace are described in this paper. The in situ XRD, SAXS, and XAFS experiments during the heating process demonstrate that the available temperature range of this furnace is from room temperature to 1200 K with a temperature accuracy of +/-0.1 K. By using this furnace, in situ XRD, SAXS, and XAFS experimental techniques with temperature change can be easily combined together.