The invention relates to a method for pressure impregnating wood or wood products with a wood preservative containing vegetable oils, in which method wood is pressure impregnated with a wood preservative containing vegetable oil. It is characteristic of the method according to the invention that, before starting the pressure stage, wood is heated so that at least part of its inner parts heat to a temperature of at least 50° C. and that, after the pressure impregnation, vacuum is formed in a space surrounding wood and simultaneously the surface layers of wood are heated to a temperature higher than the boiling point of water for removing wood preservative from the surface layers of wood. The invention also relates to wood or a wood product pressure impregnated in accordance with the method according to the invention.