A modified gradient index (GRIN) lens is optimised for use in a liquid-type high pressure cell. It was found that high pressure changes the optical power of the gradient-index lenses by changing the index profile of the glass. In this paper, we present a modified GRIN lens in which these changes are compensated by the pressure-induced changes of the refraction index of the liquid used as a pressure medium. New lens was used for the collimation of the pressure tuned tapered laser working in external resonator. The lens proved to have the optical power almost independent of the pressure up to 1.6 GPa, as it allowed to obtain tuning range almost independent on pressure without the need of any modification of the optical setup.