The intermetallic compound LaAgSb2 displays two charge-density-wave (CDW) transitions, which were detected with measurements of electrical resistivity (rho), magnetic susceptibility, and X-ray scattering; the upper transition takes place at T1 approx. 210 K, and it is accompanied by a large anomaly in rho(T), whereas the lower transition is marked by a much more subtle anomaly at T2 approx. 185 K. We studied the effect of hydrostatic pressure (P) on the formation of the upper CDW state in pure and doped La1-xRxAgSb2 (R = Ce, Nd) compounds, by means of measurements of rho(T) for P < 23 kbar. We found that the hydrostatic pressure, as well as the chemical pressure introduced by the partial substitution of the smaller Ce and Nd ions for La, result in the suppression of the CDW ground state, e.g. the reduction of the ordering temperature T1. The values of dT1/dP are approx. 2-4 times higher for the Ce-doped samples as compared to pure LaAgSb2, or even La0.75Nd0.25AgSb2 Nd-doped with a comparable T1 (P=0). This increased sensitivity to pressure may be due to increasing Ce- hybridization under pressure. The magnetic ordering temperature of the cerium-doped compounds is also reduced by pressure, and the high pressure behavior of the Ce-doped samples is dominated by Kondo impurity scattering.