First measurements of the self-dynamics of liquid water in the GPa range are reported. The GPa range has here become accessible through a new setup for the Paris-Edinburgh press specially conceived for quasielastic neutron scattering studies. A direct measurement of both the translational and rotational diffusion coefficients of water along the 400 K isotherm up to 3 GPa, corresponding to the melting point of ice VII, is provided and compared with molecular dynamics simulations. The translational diffusion is observed to strongly decrease with pressure, though its variation slows down for pressures higher than 1 GPa and decouples from that of the shear viscosity. The rotational diffusion turns out to be insensitive to pressure. Through comparison with structural data and molecular dynamics simulations, we show that this is a consequence of the rigidity of the first neighbors shell and of the invariance of the number of hydrogen bonds of a water molecule under high pressure. These results show the inadequacy of the Stokes-Einstein-Debye equations to predict the self-diffusive behavior of water at high temperature and high pressure, and challenge the usual description of hot dense water behaving as a simple liquid.