A diamond anvil cell (DAC) which can generate extremely high pressure of multi-megabar is promising tool to develop a further physics such a high-transition temperature superconductivity. However, electrical transport measurements, which is one of the most important properties of such functional materials, using the DAC is quite difficult because the sample space is very small and a deformation of electrodes under extreme condition. In this study, we fabricated a boron-doped diamond micro-electrode and an undoped diamond insulation on a beveled culet surface of the diamond anvil. By using the developed DAC, we demonstrated the electrical transport measurements for sulfur hydride H$_2$S which known as a pressure-induced high-transition temperature superconducting H$_3$S at high pressure. The measurements were successfully conducted under high pressure up to 192 GPa, and then a multi-step superconducting transition composed from pure sulfur and some kinds of surfer hydrides, which is possible HS$_2$, was observed with zero resistance.