To microscopically elucidate the initial evolution of the electronic and magnetic states of a Kondo compound CeAl(2) (Néel temperature T(N)∼3.8 K) from the antiferromagnetically ordered state with a spin density wave to a magnetic quantum critical point with the application of pressure P, we have carried out (27)Al nuclear quadrupole resonance and magnetic resonance measurements for P = 0 and 2.5 GPa. The Knight shift, which is proportional to the uniform susceptibility [Formula: see text], exhibits a rapid increase below ∼50 K down to T(N) for each pressure, indicating that the sufficiently localized f electron does not directly participate in the formation of the Fermi surface even at P = 2.5 GPa. The nuclear spin-lattice relaxation measurements and the analysis lead to the conclusion that the cf hybridized band with a rather large density of states at the Fermi level is formed below an onset temperature above T(N), the value of which increases with the application of pressure. The relaxation rate in the paramagnetic state is dominated by the generalized susceptibility [Formula: see text] that has peaks near the antiferromagnetic wavevector [Formula: see text] associated with the nesting properties of the Fermi surface of the underlying cf hybridized band. With decreasing temperature, [Formula: see text] also exhibits a significant increase larger than that of χ(0). The finite pressure of 2.5 GPa has the effect of reducing both χ(0) and χ(Q(AF)) by about 20% in their magnitudes. Then, changes in the nesting condition with pressure are conjectured to play an important role in depressing the magnetic ordering, in addition to the increase in the extent of mixing J(cf) between the localized f electrons and conduction electrons.