Studies of protein adsorption on reversed-phase and ion exchange stationary phases demonstrated an increase in retention with increasing pressure, which is interpreted as a standard partial molar volume decrease during the transition of the protein from a mobile to a stationary phase. Investigation of the pressure effect on the retention of lysozyme and IgG on a cation exchange column surprisingly revealed a negative retention trend with the increase of pressure. Further investigation of this phenomenon was performed with β-lactoglobulin, which enabled adsorption to be studied on both cation and anion exchange columns using the same mobile phase with a pH of 5.2. The same surface charge and standard partial molar volume in the mobile phase allowed us to examine only the effect of adsorption. Interestingly, a negative retention trend with a pressure increase occurred on an anion exchange column while a positive trend was present on a cation exchange column. This indicates that the interaction type governs the change in the standard partial molar volume during adsorption, which is independent of the applied pressure. Increasing the protein charge by decreasing the pH of the mobile phase to 4 reversed the retention trend (into a negative) with a pressure increase on the cation exchange column. A further decrease of the pH value resulted in an even more pronounced negative trend. This counterintuitive behavior indicates an increase in the standard partial molar volume during adsorption with the protein charge, possibly due to intermolecular repulsion of adsorbed protein molecules. While a detailed mechanism remains to be elucidated, presented results demonstrate the complexity of ion exchange interactions that can be investigated simply by changing the column pressure.