Magnetorheological (MR) valves attracted the interest of researchers across diverse fields, owing to the controllable nature of MR fluid. The use of MR fluid in valves enables fast response, energy efficiency, and robustness, while several studies designed MR valves that can sustain high-pressure. However, although these studies present efficient solutions, they are still unable to exist in miniaturized form while maintaining high-pressure-sustaining capabilities. This paper presents the analytical, numerical, and experimental analysis of a novel miniaturized cylindrical magnetorheological (MR) valve with high performance in terms of the maximum fluid pressure it is able to sustain. The study considers the flux fringing phenomenon that enhances the value of sustained pressure. The fabricated valve is validated experimentally in closed and open states, as well as during state switching. Finally, comparisons between the analytical, numerical, and experimental results are reported. The novel MR valve demonstrates a capacity to withstand at least 1 MPa of pressure with a volume of 353 mm3 and 3.2 g weight, unlike previous studies that report these values of pressure with valves of larger size and higher structure complexity. These results hold promise for applications demanding high pressure control in constrained spaces, such as medical ones or soft robotics.