Pressure-induced phase transitions in orthovanadates have led to interesting physical phenomena. The observed transitions usually involve large volume collapses and drastic changes in the electronic and vibrational properties of the materials. In some cases, the phase transitions implicate coordination changes in vanadium, which has important consequences in the physical properties of vanadates. In this Perspective, we explore the current knowledge of the behavior of MVO4 vanadates under compression. In particular, we summarize studies of the structural, vibrational, and electronic properties and a few illustrative examples of high-pressure research in the compounds of interest are discussed. A systematic understanding of the highpressure behavior of MVO4 compounds is presented, putting the emphasis on results that could be relevant for practical applications. Recent advances and future challenges in the study of orthovanadates under extreme pressure will be reviewed, along with conclusions that could have consequences for the studies of related oxides. Some ideas on topics that may lead to exciting breakthroughs in the near future will be presented too.