A possible complication of ultra-high pressure liquid chromatography (UHPLC) is related to the effect of pressure and mobile phase velocity on the retention properties of the analytes. In the present work,numerous model compounds have been selected including small molecules, peptides, and proteins (such as monoclonal antibodies). Two instrumental setups were considered to attain elevated pressure drops, firstly the use of a post-column restrictor capillary at low mobile phase flow rate (pure effect of pressure)and secondly the increase of mobile phase flow rate without restrictor (i.e. a combined effect of pressure and frictional heating). In both conditions, the goal was to assess differences in retention behaviour, depending on the type or character of the analyte. An important conclusion is that the effect of pressure and mobile phase velocity on retention varied in proportion with the size of the molecule and in some cases showed very different behaviour. In isocratic mode, the pure effect of pressure (experiments with a post-column restrictor capillary) induces an increase in retention by 25–100% on small molecules (MW < 300 g/mol), 150% for peptides (∼1.3 kDa), 800% for insulin (∼6 kDa) and up to >3000% for myoglobin (∼17 kDa) for an increase in pressure from 100 bar up to 1100 bar. The important effect observed for the isocratic elution of proteins is probably related to conformational changes of the protein in addition to the effect of molecular size. Working in gradient elution mode, the pressure related effects on retention were found to be less pronounced but still present (an increase of apparent retention factor between 0.2 and 2.5 was observed).