We studied the effects of high-pressure on the crystalline structure of bulk and nanocrystalline scheelite-type PbMoO₄. We found that in both cases the compressibility of the materials is highly nonisotropic, being the c -axis the most compressible one. We also observed that the volume compressibility of nanocrystals becomes higher that the bulk one at 5 GPa. In addition, at 10.7(8) GPa we observed the onset of an structural phase transition in bulk PbMoO4. The high-pressure phase has a monoclinic structure similar to M-fergusonite. The transition is reversible and not volume change is detected between the low-pressure and high-pressure phases. No additional structural changes or evidence of decomposition are found up to 21.1 GPa. In contrast nanocrystalline PbMoO₄ remains in the scheelite structure at least up to 16.1 GPa. Finally, the equation of state for bulk and nanocrystalline PbMoO₄ are also determined.