We present the first quantitative measurements of the magnitude and gradient of thermal pressure in a laser heated diamond anvil cell (LHDAC). The observed thermal pressure is strongly localized and follows the distribution of the laser hotspot. The magnitude of the thermal pressure is of the order of the thermodynamic thermal pressure (ad) with gradients between 0.5 – 1.0 GPa/10 um. This poses constraints on pressure determinations during PVT equation of state measurements when using a LHDAC. We show that an incomplete account of thermal pressure in PVT experiments can lead to distortions of the coveted depth versus mineralogy correlation. However, the ability to spatially resolve thermal pressure in a LHDAC opens avenues to measure thermodynamic derivative properties, which are important for comprehensive thermodynamic descriptions of the interior of planets.