We experimentally studied the pressure dependence of the zero-field splitting (ZFS) parameter of hemin (iron(III) protoporphyrin IX chloride), which is a model complex of hemoproteins, via high-frequency and high-field electron paramagnetic resonance (HFEPR) under pressure. Owing to the large ZFS, the pressure effect on the electronic structure of iron-porphyrin complexes has not yet been explored using EPR. Therefore, we systematically studied this effect using our newly developed sub-terahertz EPR spectroscopy system in the frequency range of 80-515 GHz, under magnetic fields up to 10 T and pressure up to 2 GPa. We observed a systematic shift of the resonance fields of hemin upon pressure application, from which the axial component of the ZFS parameter was found to increase from D = 6.9 to 7.9 cm-1 at 2 GPa. In contrast to the previous methods used to study proteins under pressure, which mainly focused on conformational changes, our HFEPR technique can obtain more microscopic insights into the electronic structures of metal ions under pressure. In this sense, our technique provides novel opportunities to study the pressure effects on biofunctional active centers of versatile metalloproteins.