High pressure lubrication, also called elastohydrodynamic lubrication (EHL) is a branch of tribology which has been considerably developed since 1960. Mechanisms running under this regime are characterized by high contact pressures (≳0.7 GPa) and very high values (up to 4 GPa) are now found. The advances have been realized in the fields of metallurgy, tooling, surface treatments and roughness control, lubricant elaboration, and fluid rheology. In most EHL problems, the main parameters governing the global contact behavior are the fluid film thickness which separates the solids and the dissipated shear energy which is usually expressed by the traction coefficient. Aside from solid properties, kinematic and geometric data, the lubricant high pressure rheology controls these important parameters. In this paper, we show how high pressure rheology can answer EHL problems. To illustrate this, we present experimental results on high pressure viscometry and high pressure rheometry. Simultaneously, we mention analytical and numerical work in which the EHD flow is modeled, showing the historical evolution of shear models, from Newtonian behavior to the Montrose et al. model. Other works related to EHL needs are presented, for instance, ultrasonic propagation in lubricants. The existence of phase transition effects in EHL is considered.