The CO₂ hydrogenation to methanol is favored by high pressure from the thermodynamic point of view. Mostly experimental work on this reaction is limited at 400 bar due to technical and safety reasons. In this work we present a high pressure plant able to conduct CO₂ hydrogenation reactions at pressures up to 950 bar in a capillary microreactor; we focus on the influence of pressure concerning process intensification. To validate the plant functionality the reverse water-gas shift (RWGS) reaction was conducted over a 1 wt% Pt/CeO₂ catalyst at 450 °C and between 200 and 950 bar. A mass flow controller for hydrogen was developed due to lack of commercial available hydrogen mass flow controller able to work in the micro liter per minute range and up to 1000 bar. Additional to the RWGS reaction two more reactions take place. The first is the CO disproportionation reaction which results in deposited carbon on the catalyst. The second is the subsequent hydrogenation of carbon to methane. The experimentally determined CO₂ conversion is clearly below the equilibrium of the entire reaction network, hence the reaction is kinetically limited. The reaction performance increases with pressure showing process intensification.