High pressure is both an environmental challenge to which deep sea biology has to adapt, and a highly sensitive thermodynamic tool that can be used to trigger structural changes in biological molecules and assemblies. Lipid membranes are amongst the most pressure sensitive biological assemblies and pressure can have a large influence on their structure and properties. In this chapter, we will explore the use of high pressure small angle X-ray diffraction and high pressure microscopy to measure and quantify changes in the lateral structure of lipid membranes under both equilibrium high pressure conditions and in response to pressure jumps.