In this study a new method for evaluating the pressure effect on separations of oligonucleotides and proteins on an anion exchange column was developed. The pressure rise of up to 500 bar was attained by coupling restriction capillaries to the column outlet to minimize differences in pressure over the column. Using pH transient measurements it was demonstrated that no shift in ion exchange equilibria occurs due to a pressure increase. Results from isocratic and gradient separations of oligonucleotides (model compounds) were evaluated by stoichiometric displacement and linear gradient elution model, respectively. Both elution modes demonstrated that for smaller oligonucleotides the number of binding sites remained unchanged with pressure rise while an increase for large oligonucleotides was observed, indicating their alignment over the stationary phase. From the obtained model parameters and their pressure dependencies, a thermodynamic description was made and compared between the elution modes. A complementary pattern of a linear increase of partial molar volume change with a pressure rise was established. Furthermore, estimation of the pressure effect was performed for bovine serum albumin and thyroglobulin that required gradient separations. Again, a raise in binding site number was found with pressure increase. The partial molar volume changes of BSA and Tg at the maximal investigated pressure and minimal salt concentration were -31.6 and -34.4 cm3/mol, respectively, indicating a higher rigidity of Tg. The proposed approach provides an insight into the molecule deformation over a surface at high pressures under nondenaturing conditions. The information enables a more comprehensive UHPLC method development.