This paper studies the relations between Pesin–Pitskel topological pressure on an arbitrary subset and measure theoretic pressure of Borel probability measures, which extends Feng and Huang's recent result on entropies [13] for pressures. More precisely, this paper defines the measure theoretic pressure P μ ( T , f ) for any Borel probability measure, and shows that P B ( T , f , K ) = sup { P μ ( T , f ) : μ ∈ M ( X ) , μ ( K ) = 1 } , where M ( X ) is the space of all Borel probability measures, K ⊆ X is a non-empty compact subset and P B ( T , f , K ) is the Pesin–Pitskel topological pressure on K . Furthermore, if Z ⊆ X is an analytic subset, then P B ( T , f , Z ) = sup { P B ( T , f , K ) : K ⊆ Z is compact } . This paper also shows that Pesin–Pitskel topological pressure can be determined by the measure theoretic pressure. [ABSTRACT FROM AUTHOR]