The poly(methyl methacrylate) (PMMA) segmental dynamics in miscible blends of PMMA with poly(ethylene oxide) (PEO) were studied as a function of pressure by means of dielectric spectroscopy (DS). This facilitates a test of the predictions of the self-concentration model proposed by Lodge and McLeish, at elevated pressures. We find that pressure increases the glass temperature and slows down the segmental dynamics but does not affect the length scale or the self-concentration associated with the dynamic glass transition. This is in agreement with the expectations borne out from the model.