A correlation between the measured alpha particle loss and high frequency (similar to 100-200 kHz) magnetohydrodynamic (MHD) modes has been observed in some high beta (= plasma pressure/magnetic pressure) DT plasmas in TFTR. These modes are localized around the peak plasma. pressure gradient and have ballooning characteristics. Particle simulation shows that the loss is due to wave-particle resonances. Linear instability analysis indicates that the plasma is unstable to the kinetic MHD ballooning modes driven by strong local pressure gradients.