It is reported in this paper that pressure can promote strong photoluminescence (PL) in MgO. The PL measurements of MgO indicate that it has no obvious luminescence at pressures lower than 13 GPa. PL starts to appear upon further compression and reaches a maximum intensity at about 35 GPa. The center of the emission band shows a red shift at lower pressures and turns to a blue shift as pressure exceeds 25 GPa. The PL is preserved upon complete decompression. The defects and micro-strain due to the plastic deformation of MgO are likely responsible for the origin of the luminescence.