Membranes are amongst the most important biological structures; they maintain the fundamental integrity of cells, compartmentalize regions within them and play an active role in a wide range of cellular processes. Pressure can play a key role in probing the structure and dynamics of membrane assemblies, and is also critical to the biology and adaptation of deep-sea organisms. This article presents an overview of the effect of pressure on the mesostructure of lipid membranes, bilayer organization and lipid–protein assemblies. It also summarizes recent developments in high-pressure structural instrumentation suitable for experiments on membranes.