A cryostat for measurements in pulsed high magnetic fields has been designed by employing a small scale helium liquefaction system directly. The helium liquefaction using a 1.5 W @ 4.2 K GM cryocooler can supply more than 800 ml liquid helium per hour. Experimental result shows the sample chamber can be cooled lower to 1.5 K very conveniently and be stable for over 20 minutes. More importantly, the helium liquefaction system is equipped outside the cryostat and away from the magnet which means the vibration of the cryocooler could barely affect the measurements. This cryostat has performed excellently in the electric transport measurement under a 60 T pulsed high magnetic field.