We investigated the atomic structure of liquid Rb along an isothermal path at 573 K, up to 23 GPa, by X-ray diffraction measurements. By raising the pressure, we observed a liquid-liquid transformation from a simple metallic liquid to a complex one. The transition occurs at 7.5 ± 1 GPa which is slightly above the first maximum of the T-P melting line. This transformation is traced back to the density-induced hybridization of highest electronic orbitals leading to the accumulation of valence electrons between Rb atoms and to the formation of interstitial atomic shells, a behavior that Rb shares with Cs and is likely to be common to all alkali metals.