The electronic structures of element cerium under high pressure remain unclear all the time. We tried to calculate the electronic structures of $\alpha'$, $\alpha"$, and $\epsilon$-Ce which only exist in the presence of pressure, by using the combination of traditional density functional theory and single-site dynamical mean-field theory. The momentum-resolved band structures, total and partial density of states, 4$f$ electronic configurations of these phases were exhaustively studied. We found that the 4$f$ electrons tend to be itinerant, and the hybridizations between the 4$f$ and $spd$ conduction electrons are remarkable. In addition, the fluctuations among the 4$f$ atomic eigenstates are prominent, especially for the $\epsilon$ phase, which leads to a slight modification of its 4$f$ occupancy.