Run a script when a certain button is pressed, is possible ?

Can i run a script automatically when a certain button is pressed ?
Exemple:
I want run a python script when i press the button Bake from Fluid.
It is possible ? How ?

No, there is no way to intercept such events.

You could however add a custom button to a panel, which executes some own code first and then calls another operator (e.g. Bake from Fluid).

If you want to chain multiple modal operators, use Macros instead. The execution order is otherwise messed up.