See the photo A Real pressure penalty in football when you were small:
Evidence for the effect of pressure on penalty taking performance comes from both observational and experimental studies.
For example, Jordet and colleagues have examined almost 400 kicks from penalty shootouts held during major tournaments. They found that players score on fewer than 60% of their attempts when a miss will instantly result in a loss for the team compared to 92% of their attempts when a goal will win the game (Jordet et al., 2007).