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We utilize near-infrared pump—mid-infrared probe spectroscopy to investigate the ultrafast electronic response of pressurized VO _2 . A clear anomaly in the linear mid-infrared response as well as in the fluence dependence of the pump–probe signal is observed around 8 GPa indicating a pressure-induced phase transition. Distinct pump–probe signals and a pumping threshold behavior typical for the insulating VO _2 phase persist also in the high-pressure phase. Thus, in contrast to the temperature-induced rutile metallic state of VO _2 , the pressure-induced monoclinic phase preserves the energy gap. However, our results indicate the appearance and a gradual growth of additional intragap states upon increasing pressure above 8 GPa. These observations can be interpreted in terms of a bandwidth-controlled Mott–Hubbard transition.