The application of high pressure can fundamentally modify the crystalline and electronic structures of elements as well as their chemical reactivity, which could lead to the formation of novel materials. Here, we explore the reactivity of lithium with sodium under high pressure, using a swarm structure searching techniques combined with first-principles calculations, which identify a thermodynamically stable LiNa compound adopting an orthorhombic oP8 phase at pressure above 355 GPa. The formation of LiNa may be a consequence of strong concentration of electrons transfer from the lithium and the sodium atoms into the interstitial sites, which also leads to opening a relatively wide band gap for LiNa-op8. This is substantially different from the picture that share or exchange electrons in common compounds and alloys. In addition, lattice-dynamic calculations indicate that LiNa-op8 remains dynamically stable when pressure decompresses down to 70 GPa.