This study investigated the effects of high hydrostatic pressure (HHP) on the binding interactions of cyanindin-3-O-glucoside (C3G) to bovine serum albumin, human serum albumin (HSA), bovine lactoferrin, and ovotransferrin. Fluorescence quenching revealed that HHP reduced C3G-binding affinity to HSA, while having a largely unaffected role for the other proteins. Notably, pretreating HSA at 500 MPa significantly increased its dissociation constant with C3G from 24.7 to 34.3 μM. Spectroscopic techniques suggested that HSA underwent relatively pronounced tertiary structural alterations after HHP treatments. The C3G-HSA binding mechanisms under pressure were further analyzed through molecular dynamics simulation. The localized structural changes in HSA under pressure might weaken its interaction with C3G, particularly polar interactions such as hydrogen bonds and electrostatic forces, consequently leading to a decreased binding affinity. Overall, the importance of pressure-induced structural alterations in proteins influencing their binding with anthocyanins was highlighted, contributing to optimizing HHP processing for anthocyanin-based products.