The evolution of morphology and internal strain under high pressure fundamentally alters the physical property, structural stability, phase transition and deformation mechanism of materials. Until now, only averaged strain distributions have been studied. Bragg coherent X-ray diffraction imaging is highly sensitive to the internal strain distribution of individual crystals but requires coherent illumination, which can be compromised by the complex high-pressure sample environment. Here we report the successful de-convolution of these effects with the recently developed mutual coherent function method to reveal the three-dimensional strain distribution inside a 400 nm gold single crystal during compression within a diamond-anvil cell. The three-dimensional morphology and evolution of the strain under pressures up to 6.4 GPa were obtained with better than 30 nm spatial resolution. In addition to providing a new approach for high-pressure nanotechnology and rheology studies, we draw fundamental conclusions about the origin of the anomalous compressibility of nanocrystals.