The classical problem of thermal-convection involving the classical Navier-Stokes fluid with a constant or temperature dependent viscosity, within the context of the OberbeckBoussinesq approximation, is one of the most intensely studied problems in fluid mechanics. In this paper, we study thermal-convection in a fluid with a viscosity that depends on both the temperature and pressure, within the context of a generalization of the Oberbeck-Boussinesq approximation. Assuming that the viscosity is an analytic function of the temperature and pressure we study the linear as well as the non-linear stability of the problem of RayleighBénard convection. We show that the principle of exchange of stability holds and the Rayleigh numbers for the linear and non-linear stability coincide.