A theory to describe structural fluctuations of protein induced by thermodynamic perturbations, pressure, temperature, and denaturant, is proposed. The theory is formulated based on the three methods in the statistical mechanics: the generalized Langevin theory, the linear response theory, and the three dimensional interaction site model (3D-RISM) theory. The theory clarifies how the change in thermodynamic conditions, or a macroscopic perturbation, induces the conformational fluctuation, which is a microscopic property. The theoretical results are applied, on the conceptual basis, to explain the experimental finding by Akasaka et al., concerning the NMR experiment which states that the conformational change induced by pressure corresponds to structural fluctuations occurring in the ambient condition. A method to evaluate the structural fluctuation induced by pressure is also suggested by means of the 3D-RISM and the site-site Kirkwood-Buff theories.