We report measurements of the de Haas-van Alphen effect in UGe (2) under hydrostatic pressures up to 17.6 kbar, exceeding the critical pressure P(c) for the suppression of ferromagnetism. A discontinuous change of the Fermi surface is found to occur across P(c). Substantially enhanced effective masses (approximately 40m(e)) are found near P(c) on both the ferromagnetic and the paramagnetic sides.