An apparatus tailored to accurate density measurements of supercooled water, i.e. liquid water in a metastable state below the freezing point temperature, was recently developed at the Institute of Thermomechanics of the Czech Academy of Sciences. The apparatus, dual-capillary dilatometer, is described, together with the measurement procedure and the evaluation methodology. The primary result of the dual-capillary method are relative densities with respect to the density at a reference temperature and given pressure. In order to calculate absolute densities, densities at the reference temperature as a function of pressure are needed. For calculation of such pressure dependence of density, so called thermodynamic integration involving literature thermodynamic data and our experimental results is used. The dual-capillary dilatometer was successfully employed in density measurements of ordinary water, heavy water and seawater. The data in the temperature range from 238.15 to 303.15 K at pressures from atmospheric up to 200 MPa are presented and compared with respective IAPWS formulations of thermodynamic properties. The data for ordinary water are also compared with an accurate equation of state for supercooled water of Holten et al. (2014) revealing good mutual agreement. The expanded uncertainty of relative densities acquired by means of the dual-capillary method is estimated to be lower than 50 ppm.