Using first-principles calculations, based on disordered local moment theory, combined with the self-interaction corrected local spin density approximation, we study magnetic interactions in GdX intermetallics for X = Cu, Zn, Ga, Cd, and Mg. Our predicted magnetic orders and ordering temperatures both at zero and other pressures agree well with experiments including the large increase in the Curie temperature of GdCd under pressure that is shown by our own experimental measurements. From our results it emerges that the Ruderman-Kittel-Kasuya-Yosida interaction on its own can not explain the observed behaviour under pressure, and that the magnetic ordering mechanism is strongly influenced by the occupations of both Gd and anion d-bands.