Proteins are essential players in the vast majority of molecular level life processes. Since their structure is in most cases substantial for their correct function, study of their structural changes attracted great interest in the past decades. The three dimensional structure of proteins is influenced by several factors including temperature, pH, presence of chaotropic and cosmotropic agents, or presence of denaturants. Although pressure is an equally important thermodynamic parameter as temperature, pressure studies are considerably less frequent in the literature, probably due to the technical difficulties associated to the pressure studies. Although the first steps in the high-pressure protein study have been done 100 years ago with Bridgman's ground breaking work, the field was silent until the modern spectroscopic techniques allowed the characterization of the protein structural changes, while the protein was under pressure. Recently a number of proteins were studied under pressure, and complete pressure-temperature phase diagrams were determined for several of them. This review summarizes the thermodynamic background of the typical elliptic p-T phase diagram, its limitations and the possible reasons for deviations of the experimental diagrams from the theoretical one. Finally we show some examples of experimentally determined pressure-temperature phase diagrams.