It has been demonstrated that the application of hydrostatic pressure to enzymes placed in surfactant "nanocontainers", such as reversed micelles, can bring additional advantages for both increasing the enzyme stability and modulating the enzyme activity. The effects of pressure on the structural properties of the surfactant matrices are essentially unknown, however. In this paper, small-angle neutron scattering experiments were carried out to study the effect of pressure on the structure of AOT-n-octane-water mesophases. The applied pressure range was 0.1-3000 bar. The hydration degree w(0) = C-H2O/C-AOT (mol/mol) was varied from 5 to 46, and the AOT concentration was varied from 0.1 to 1 M. Depending on the ACT concentration and hydration degree, a pressure-induced elongation of the micellar structure or a pressure-induced phase transition from a dense water-in-oil droplet structure to a bicontinuous L-3 phase or lamellar phase is observed. Incorporation of alpha-chymotrypsin, a water-soluble enzyme, has a significant influence on the topology of the surfactant mesophase, in particular if the radius of the water droplet inside the reversed micelle reaches the size of the protein, i.e., at hydration degree of w(0) approximate to 10. Under these conditions, lipid-protein interactions lead to significant changes of the structure and phase behavior of the system, and the changes observed are enhanced with increasing pressure.