Optical reflectance R(w) of a pressure-induced superconductor SrFe2As2 has been measured under external pressure to 6 GPa and at temperatures to 8 K. Optical conductivity s(w) has been derived from the measured R(w). At ambient pressure, in the antiferromagnetic state below T_N=198 K, a pronounced feature develops in s(w) due to the opening of a spin density wave (SDW) gap, as already reported in the literature. With increasing pressure, the SDW gap feature in s(w) is progressively suppressed. At 4 GPa, where the sample is superconducting, the SDW gap feature in s(w) is strongly reduced than that at ambient pressure, but is still clearly observed. At 6 GPa, the SDW gap is completely suppressed. The pressure evolutions of the SDW gap magnitude and the spectral weight closely follow the pressure evolution of T_N.