We report muon spin rotation and magnetization measurements on the magnetic superconductor RbEuFe$_{4}$As$_{4}$ under hydrostatic pressures up to 3.8 GPa. At ambient pressure, RbEuFe$_{4}$As$_{4}$ exhibits a superconducting transition at $T_{c} \approx$ 36.5 K and a magnetic transition at $T_{m} \approx$ 15 K below which the magnetic and the superconducting order coexist. With increasing pressure, $T_{c}$ decreases while $T_{m}$ and the ordered Eu magnetic moment increase. In contrast to iron-based superconductors with ordering Fe moments, the size of the ordered Eu moment is not proportional to $T_{m}$. The muon spin rotation signal is dominated by the magnetic response impeding the determination of the superconducting properties.
