A containment system is being developed to expand the capability of proton radiography of small-scale shock physics experiments at Los Alamos National Laboratory (LANL). The detonation of high explosives (HE) drives materials to extreme loading conditions, which are imaged using a proton beam and an imaging system. A qualified confinement and containment boundary needs to exist between a high-explosive experiment and the environment, and is comprised of the Inner Pressure Confinement Vessel (IPCV) and the Outer Pressure Containment Vessel (OPCV). The Inner Vessel is designed to the criteria of the ASME Boiler and Pressure Vessel Code, Section VIII, Division 3, Code Case 2564. The vessel contains an Experimental Physics Package, fragment mitigation structure, and radiographic windows. The windows need to minimize radiographic blur contribution (thin, radiographically transparent material such as Beryllium) over the field of view for imaging, but also need to maintain the pressure boundary during and after the dynamic event. Further, the vessel covers need to seal before, during, and after the experiment . In addition, the covers have miscellaneous feedthroughs, to enable high-voltage signal (for HE detonator), instrumentation and control signals (e.g. valves, pressure and vacuum gauge, optical fibers). We present the preliminary design, analyses, and testing of the Inner Vessel components.