We study the stability of compact pseudo-Kähler manifolds, i.e. compact complex manifolds X endowed with a symplectic form compatible with the complex structure of X. When the corresponding metric is positive-definite, X is Kähler and any sufficiently small deformation of X admits a Kähler metric by a well-known result of Kodaira and Spencer. We prove that compact pseudo-Kähler surfaces are also stable, but we show that stability fails in every complex dimension n ≥ 3. Similar results are obtained for compact neutral Kähler and neutral Calabi-Yau manifolds. Finally, motivated by a question of Streets and Tian in the positive-definite case, we construct compact complex manifolds with pseudo-Hermitian-symplectic structures that do not admit any pseudo-Kähler metric.