We report the evolution of thermoelectric power under hydrostatic pressure up to 17 kbar and at low temperature in the heavy fermion compound CeRh2Si2. These measurements were performed using a thermoelectric setup specially designed for piston cylinder pressure cells. The suppression of the antiferromagnetic order (AF) into a paramagnetic order (PM) state was studied and the (T, P) phase diagram was precisely obtained. The different magnetic transitions at low temperature as a function of pressure, AF1-AF2 transition at P'c and AF1-PM transition at Pc, show significant changes in the thermoelectric signal. This support reconstructions of the Fermi surface in agreement with previous de Haas van Alphen experiments.