The multiscale finite-volume (MSFV) method has been developed to solve multiphase flow problems on large and highly heterogeneous domains efficiently. It employs an auxiliary coarse grid, together with its dual, to define and solve a coarse-scale pressure problem. A set of basis functions, which are local solutions on dual cells, is used to interpolate the coarse-grid pressure and obtain an approximate fine-scale pressure distribution. However, if flow takes place in presence of gravity (or capillarity), the basis functions are not good interpolators. To treat this case correctly, a correction function is added to the basis function interpolated pressure. This function, which is similar to a supplementary basis function independent of the coarse-scale pressure, allows for a very accurate fine-scale approximation. In the coarse-scale pressure equation, it appears as an additional source term and can be regarded as a local correction to the coarse-scale operator: It modifies the fluxes across the coarse-cell interfaces defined by the basis functions. Given the closure assumption that localizes the pressure problem in a dual cell, the derivation of the local problem that defines the correction function is exact, and no additional hypothesis is needed. Therefore, as in the original MSFV method, the only closure approximation is the localization assumption. The numerical experiments performed for density-driven flow problems (counter-current flow and lock exchange) demonstrate excellent agreement between the MSFV solutions and the corresponding fine-scale reference solutions.