We present Se77-NMR measurements on single-crystalline FeSe under pressures up to 2 GPa. Based on the observation of the splitting and broadening of the NMR spectrum due to structural twin domains, we discovered that static, local nematic ordering exists well above the bulk nematic ordering temperature, Ts. The static, local nematic order and the low-energy stripe-type antiferromagnetic spin fluctuations, as revealed by NMR spin-lattice relaxation rate measurements, are both insensitive to pressure application. These NMR results provide clear evidence for the microscopic cooperation between magnetism and local nematicity in FeSe. © 2017 American Physical Society.