The understanding of the protein folding mechanisms is still incomplete despite a long time of study. Although the importance of the amino acid chain topology and the contribution of the hydrophobic interactions are clear, the role of the solvent remains to be defined in this folding pathway. The application of high pressures on proteins is an experimental approach which allows us to observe the changes of hydration arising during the conformational changes of the proteins, as these changes are accompanied by variations in volume. The application of the pressure stabilizes the states of the protein-solvent systems occupying the smallest specific volume. At ambient temperature, the smallest volume corresponds to the unfolded state because the high volume hydrophobic cavities of the protein disappear upon being filled with solvent. The unfolded state is more hydrated than the folded one. We neither know today when nor how these hydration variations occur in the folding reaction. High-pressure fluorescence permits us to study the volume changes during the folding / unfolding of proteins and to study the Transition State Ensemble (TSE) by a kinetic approach. We use the Notch Ankyrin domain, which seems to be a good model protein, to study the volume changes and the thermodynamics variables of it's folding, and to better understand the relationship between volume changes, the TSE and the folding pathway.