We report the development of a technique to measure heat capacity at large uniaxial pressure using a piezoelectric-driven device generating compressive and tensile strain in the sample. Our setup is optimized for temperatures ranging from 8 K down to millikelvin. Using an AC heat-capacity technique we are able to achieve an extremely high resolution and to probe a homogeneously strained part of the sample. We demonstrate the capabilities of our setup on the unconventional superconductor Sr$_2$RuO$_4$. By replacing thermometer and adjusting the remaining setup accordingly the temperature regime of the experiment can be adapted to other temperature ranges of interest.