The spectral shift of J-bands under high pressure up to 60 kbar has been investigated for J-aggregates of different cyanine dyes. Under conditions where no J-band can be observed at normal pressure, J-aggregates are formed at higher pressure. A red shift of absorption upon increasing pressure was found with a linear dependence of line position on pressure. The results can be explained by a change of dipolar coupling of monomer molecules in the aggregate due to decreasing center-to-center distances. The different pressure slopes of various aggregates are interpreted from their different aggregate structures. The monomer absorption is also red-shifted under pressure, but the pressure dependence is quite different and can be described by a solvent shift. From the linear dependence, the dipole-dipole coupling energy J can be determined with a simple theory. The general applicability and limitations of this method are discussed.