The cubic Gd2O3:Eu3+ nanorods were synthesized by a hydrothermal method. The SEM image indicated the nanorods with diameter of 30-35 nm and length of 200-500 nm. The structural stability of Gd2O3:Eu3+ nanorods was investigated by in situ high pressure luminescence and Raman spectra up to 18.9 GPa at room temperature. The results reveals a pressure-induced phase transition from cubic to hexagonal structure at about 11.3 GPa. After releasing pressure, the part of hexagonal structure is retained and the other transfers to monoclinic phase.