Understanding the phase transition behavior of the rhombohedral phase (R) and tetragonal phase (T) of the relaxor ferroelectric PMN–PT single crystals under mechanical load is essential for the potential voltage‐free controlled ferroelectric‐based nanodevices. Relaxor ferroelectric single crystals PMN–PT, under a local inhomogeneous mechanical load, were studied experimentally by the nanoindentation tests and Raman spectroscopy measurements. The observations show that the rhombohedral phase can be transformed successfully to the tetragonal phase under a mechanical stress, and the tetragonal phase in the PMN–PT single crystals presents a structural stability. The phase transition induced by the mechanical stress with different strain rates further indicates that the relaxor ferroelectric single crystals possess a potential mechanical controllability. The present study reveals the phase transition pathway of the relaxor ferroelectric single crystal under inhomogeneous stress and provides the exciting possibility of the control of mechanically induced phase transition for ferroelectrics.