Pressure changes during a gradient are normal, a result of the change in solvent viscosity. The pressure should return to its initial value when you return to the initial composition. You should see the same pressure change with or without injection of a sample.
In general, if the pressure returns to its initial value, and if your chromatography looks OK otherwise, I wouldn't worry about it. If pressure increases with every injection, then you might want to reverse-flush your column. Just turn it around and run in the reverse direction at your usual flow rate. Be sure to check with the column manufacturer before you do this. Not all columns can be reverse-flushed!
It's hard to be more specific without additional details on your column dimensions, flow, gradient conditions, sample volume, etc.