The structural, magnetic, and vibrational properties of PbFe 0.5 Nb 0.5 O 3 relaxor multiferroic have been studied by means of x-ray, neutron powder diffraction, and Raman spectroscopy at pressures up to 30 GPa. Two successive structural phase transitions from the initial R3m polar phase to Cm and Pm monoclinic polar phases were observed at P = 5.5 and 8.5 GPa. Both transitions are associated with anomalies in pressure behavior of several stretching and bending modes of oxygen octahedra as well as Fe/Nb localized vibrational modes. The G-type antiferromagnetic order remains stable upon compression up to 6.4 GPa, assuming possible multiferroic properties of pressure-induced phases. The Néel temperature increases with a pressure coefficient (1/T N )dT N /dP = 0.012 GPa −1 . The observed pressure-induced phenomena in PbFe 0.5 Nb 0.5 O 3 are in drastic contrast with conventional multiferroics, exhibiting a general tendency towards a suppression of polar phases and/or magnetoelectric coupling under pressure.