Relaxation dynamics, as a key to understand glass formation and glassy properties, remains an elusive and challenging issue in condensed matter physics. In this work, in situ high-pressure synchrotron high-energy X-ray photon correlation spectroscopy has been developed to probe the atomic-scale relaxation dynamics of a cerium-based metallic glass during compression. Although the sample density continuously increases, the collective atomic motion initially slows down as generally expected and then counterintuitively accelerates with further compression (density increase), showing an unusual nonmonotonic pressure-induced steady relaxation dynamics cross-over at ~3 GPa. Furthermore, by combining in situ high-pressure synchrotron X-ray diffraction, the relaxation dynamics anomaly is evidenced to closely correlate with the dramatic changes in local atomic structures during compression, rather than monotonically scaling with either sample density or overall stress level. These findings could provide insight into relaxation dynamics and their relationship with local atomic structures of glasses.