The impact of hydrostatic pressure up to 1.2 GPa on the critical current density (Jc) and the nature of the pinning mechanism in MgB2 have been investigated within the framework of the collective theory. We found that the hydrostatic pressure can induce a transition from the regime where pinning is controlled by spatial variation in the critical transition temperature (δTc ) to the regime controlled by spatial variation in the mean free path (δℓ). Furthermore, critical temperature (Tc) and low field Jc are slightly reduced, although the Jc drops more quickly at high fields than at ambient pressure. We found that the pressure raises the anisotropy and reduces the coherence length, resulting in weak interaction of the vortex cores with the pinning centres. Moreover, the hydrostatic pressure can reduce the density of states [Ns(E)], which, in turn, leads to a reduction in the Tc from 39.7 K at P = 0 GPa to 37.7 K at P = 1.2 GPa.