For gas whipping of a high-speed rotor-bearing system with gas lubrication, the experimental study of the dynamic characteristics of a bearing-rotor system is carried out that takes into account the influences of bearing supply pressure on the dynamic characteristics of the shaft system. Critical speed regions are obtained with modal experiments. This provides the basis for establishing acceleration plans and a gas whipping mechanism analysis. The influence of bearing supply pressure on gas whipping is obtained using nonlinear analysis methods, including a bifurcation diagram, frequency coupling 3-D plot and orbit plot of the shaft center. The experimental results show that the vital effects of the reasonable bearing supply pressure on rotor start-up responses and threshold speed of instability. As the supply pressure rises, the second mode whip vibration is eliminated, and the amplitude of the first mode whip vibration at the varying supply pressure is smaller than that in a single supply pressure at 0.4MPa. Higher supply pressures also offer larger bearing direct stiffness, so cylindrical, conical whirling and first natural frequency increase with bearing supply pressures.