Excitons in two-dimensional semiconductors are directly exposed to the environment and are sensitive to the dielectric properties of their surrounding. Here, we show that the Rydberg series of excited states of excitons in a monolayer WSe₂ encapsulated in hexagonal boron nitride (hBN) can be used to probe the pressure-induced modifications of the surrounding dielectric properties. We propose a model based on the pressure induced evolution of the interlayer distances in this van der Waals heterostructure and on the bulk dielectric properties of hBN. This approach allows a direct measurement of the dielectric constant of pressurized hBN and establishes a new methodology for dielectric sensing.