In this Letter, we show how temperature and density fluctuations affect the spatially heterogeneous dynamics at ambient and elevated pressures. By using high-pressure experimental data for van der Waals liquids, we examine contributions of the temperature and density fluctuations to the dynamics heterogeneity. We show that the dynamic heterogeneity decreases significantly with increasing pressure at a constant structural relaxation time (isochronal condition), while the broadening of the relaxation spectrum remains constant. This observation questions the relationship between spectral broadening and dynamic heterogeneity.