The microstructure of an MgB2 superconductor sintered at high temperature under a high pressure of similar to3 GPa was investigated by using high-resolution transmission electron microscopy (HRTEM). The transmission electron micrographs did not show any pores in the specimen. All grains were compactly connected, and no discernible empty spaces or impurities at the boundaries existed over the regions investigated. The HRTEM image showed clearly each constituent atom that formed the basal hexagonal plane. The density measured by Archimedes' method almost corresponded to the theoretical value of the bulk sample. Our transmission electron micrographs support the view that the MgB2 powder was sintered under high temperature and high pressure into its theoretical density without any porosity or grain growth.