In CO2 injection, there is a minimum miscibility pressure (MMP) above that CO2 can be miscible with oil, so that oil recovery will be high. This paper is to investigate the effect of the injection pressure on enhanced oil recovery in shale oil cores under huff-n-puff CO2 injection, when the pressure is above and below the MMP. We first estimated the MMP for a Wolfcamp oil using slimtube tests. The slimtube test results showed that the estimated MMP for the CO2-Wolfcamp crude oil system was about 1620 psi at 104°F. After that, we conducted 15 CO2 huff-n-puff experiments using three different Wolfcamp shale cores at pressures below and above the MMP. These pressures were 1200, 1600, 1800, 2000, and 2400 psi. Each huff-n-puff test has 7 cycles. The huff-n-puff experiments for three cores showed that, below the MMP, the injection pressure had a significant effect on enhancing oil recovery. Higher than the MMP, the increased pressure further increased the oil recovery until the injection pressure was about 200 psi higher than the MMP. In the extremely low-permeability shale oil cores, additional pressure is needed to push gas into the deeper core to be miscible with the crude oil inside the core. The results indicated that, to have a high oil recovery in shale oil reservoirs during the CO2 huff-n-puff process, the injection pressure should be higher (at least 200 psi in this case) than the MMP estimated from slimtube tests.