An experimental set-up is developed to investigate the burning of levitated aluminum particles ignited by a CO2 laser in air under high pressure conditions. Residence times of aluminum particles burning in the electrodynamic levitator are long enough to observe the total burning process, under normal and high pressures. Experiments allow to measure the ignition delay and the burning times of aluminum particles. These measurements and the accompanying high speed images give useful information on the burning processes of aluminum particles under Various regimes. A numerical model is also developed to predict the burning rates of aluminum particles and the sizes of the alumina residues.