A serious limitation of the all-in-vacuum diffractometer reported by Straasø, Dippel, Becker & Als-Nielsen [J. Synchrotron Rad.(2014),21, 119–126] has so far been the inability to cool samples to near-cryogenic temperatures during measurement. The problem is solved by placing the sample in a jet of helium gas cooled by liquid nitrogen. The resulting temperature change is quantified by determining the change in unit-cell parameter and atomic displacement parameter of copper. The cooling proved successful, with a resulting temperature of ∼95 (3) K. The measured powder X-ray diffraction data are of superb quality and high resolution [up to sinθ/λ = 2.2 Å⁻¹], permitting an extensive modelling of the thermal displacement. The anharmonic displacement of copper was modelled by a Gram–Charlier expansion of the temperature factor. As expected, the corresponding probability distribution function shows an increased probability away from neighbouring atoms and a decreased probability towards them.