It means to live work in a way that causes you feel anxiety and worry.

    eg: Some people perform well under pressure and some others don't.

    Athletes must perform well under extreme pressure especially in big events such as Olympic Games.

Note:

    Be under pressure的意思为在压力中紧张、担忧地工作或生活。

    例：有些人在压力中依然能正常发挥，有些人则不能。

        运动员必须能克服压力，尤其是在奥林匹克这样的大型运动会中。