AbstractWe have gained new insight into the so‐called hydrophobic gap, a molecularly thin region of decreased electron density at the interface between water and a solid hydrophobic surface, by X‐ray reflectivity experiments and molecular dynamics simulations at different hydrostatic pressures. Pressure variations show that the hydrophobic gap persists up to a pressure of 5 kbar. The electron depletion in the interfacial region strongly decreases with an increase in pressure, indicating that the interfacial region is compressed more strongly than bulk water. The decrease is most significant up to 2 kbar; beyond that, the pressure response of the depletion is less pronounced.