The structural behavior of Mg3N2 has been investigated up to 40.7 GPa at room temperature by means of angle-dispersive X-ray diffraction. A reversible, first-order structural phase transition from the ambient cubic phase (la (3) over bar) to a high-pressure monoclinic phase (C2/m) is found to start at similar to 20.6 GPa and complete at similar to 32.5 GPa for the first time. The equation of state determined from our experiments yields bulk moduli of 110.7(2) and 171.5(1) GPa for the cubic and monoclinic phases, respectively, indicating higher incompressibility of the high-pressure phase Of Mg3N2. First-principles calculations reproduced the phase stability and transition pressure determined in our experiment, In addition, a second phase transition from the monoclinic phase to a hexagonal phase (P (3) over barm(1)) was predicted around 67 GPa for Mg3N2. The electronic band structures of three phases of Mg3N2 are also calculated and discussed.