We present a polarization-dependent infrared reflectivity study of the spin-ladder compound Sr$_{2.5}$Ca$_{11.5}$Cu$_{24}$O$_{41}$ under pressure. The optical response is strongly anisotropic, with the highest reflectivity along the ladders/chains (textbf{E}$|$c) revealing a metallic character. For the polarization direction perpendicular to the ladder plane, an insulating behavior is observed. With increasing pressure the optical conductivity for textbf{E}$|$c shows a strong increase, which is most pronounced below 2000~cm$^{-1}$. According to the spectral weight analysis of the textbf{E}$|$c optical conductivity the hole concentration in the ladders increases with increasing pressure and tends to saturate at high pressure. At $sim$7.5~GPa the number of holes per Cu atom in the ladders has increased by $Delta delta$=0.09 ($pm$0.01), and the Cu valence in the ladders has reached the value +2.33. The optical data suggest that Sr$_{2.5}$Ca$_{11.5}$Cu$_{24}$O$_{41}$ remains electronically highly anisotropic up to high pressure, also at low temperatures.
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