Pressure-retarded membrane distillation (PRMD) is an emerging membrane process to recover energy from low-grade heat sources. The applied hydraulic pressure on the cold-water side in PRMD may strongly affect both energy conversion efficiency and membrane performance. Here, we report the first systematic study on this critical issue. A commercial nanoporous polytetrafluoroethylene membrane was evaluated as a general membrane sample over a range of applied pressures from 0 to 10 bar at a temperature difference of 40 degrees C. Our results show that the theoretically projected constant water vapor flux decreases significantly with the increase of the applied pressures, which can be attributed to the severe membrane deformation induced by pressures. The membrane in the active-layer-facing-hot-solution orientation is mechanically unstable with the complete loss of water vapor flux under 2 bar. In contrast, the membrane in the active-layer-facing-cold-solution orientation can still work under 10 bar. Combining theoretical analysis and detailed characterization of membrane physical structures, we show that the properties of membrane active layers (i.e., pore size, porosity, and thickness) deteriorate under elevated pressures. Deformed membranes have lower permeability and higher temperature polarization in PRMD, resulting in the observed lower water vapor fluxes. Our results suggest that improving the mechanical stability of membranes would be the first critical step in realizing practical applications of PRMD for low-grade heat recovery. Potential research directions for developing novel PRMD membranes are also proposed.