We have performed in situ experiments on liquid immiscibility in Fe-O-S melts at 3 GPa and up to 2203 K using a synchrotron X-ray radiographic technique. The difference between immiscible melts and a miscible melt can be clearly observed in radiographs. The immiscibility gap of the Fe-O-S melt shrinks with increasing temperature at 3 GPa. Two separated phases appeared from a miscible melt during quenching. Without in situ observations, the two phases observed in quench textures would be interpreted as either quench products from primary immiscible melts at high temperature, or those exsolved from a homogeneous melt to immiscible melts passing through the stability field of immiscible melts during quenching. In situ measurements are required in order to determine the immiscibility gap of the liquid Fe with light element(s). Our results have important implications for the formation and chemical composition of the cores of Earth and Mars.