For the famous functional REF3 family, there exist two typical structures, that is, orthorhombic phase and hexagonal phase. In the present work, high pressure behaviors of the orthorhombic phase REF3 (RE = Sm to Lu and Y) were investigated by experimental methods and first-principles calculations. The pressure-induced phase transitions of GdF3, TbF3, YbF3, and LuF3 were studied by using in situ photoluminescence measurements in the diamond anvil cell. At room temperature, all these four compounds follow the phase transition route from orthorhombic to hexagonal phase at 5.5-20.6 GPa. The pressure ranges of phase transition are 5.5-9.3, 8.4-11.9, 13.5-20.3, and 14.8-20.6 GPa for GdF3, TbF3, YbF3, and LuF3, respectively. In combination with first-principles calculations, we infer that all orthorhombic REF3 members from Sm-Lu and Y obey the same orthorhombic-to-hexagonal phase transition rules under high pressures. For lanthanide trifluorides, the transition pressures increase as zero pressure volumes of REF3 in the orthorhombic phase become smaller. As the calculation results show, this is because the difference in value of energy from the two structures is larger. This work not only provides precise structural change but also benefits the understanding of two typical structures for rare-earth trifluorides, which may play a significant role in the applications of REF3.