The application of high pressure technology to food processing and bioscience is a current topic. Water is the main component in such multicomponent systems to control their macroscopic properties and function. Under high pressure, water is not only the medium propagating pressure, but also it affects the stability and function of biopolymers through the modification of hydrogen bonds, hydrophobic and electrostatic interactions. This review is devoted to demonstrate how the biopolymer-water interaction (hydration) is related to the pressure effects on its structural stability, focusing on the compressibility, pressure denaturation, and gelation of proteins.