Cheesemaking properties of milk are affected by high pressure (HP) treatment; this study focussed on HP-induced changes in curd yield. Yield was not influenced by treatment at pressures ≤250 MPa, but at higher pressures, curd yield was increased, by up to 25% after treatment at 600–800 MPa. In parallel with increased curd yield, increased curd moisture content and reduced protein content in the whey were observed after treatment at such pressures. Denaturation of α-lactalbumin or β-lactoglobulin occurred at >400 or >100 MPa, respectively. Curd yield and curd moisture content increased and protein content in the whey decreased with increasing treatment time (0–30 min of treatment at 400 or 600 MPa). Increased curd yield is probably a result of both the incorporation of denatured whey proteins and enhanced moisture retention in the curd. HP-induced increases in curd yield may indicate possible applications of HP treatment of milk for cheese manufacture.