This article extensively reviews recent developments on high‐pressure studies carried out on MTO4 monazite‐type oxides. The group of compounds considered includes phosphates, vanadates, selenates, and chromates, among others. The occurrence of pressure‐induced phase transitions will be discussed. The compressibility and pressure stability range of the different compounds will be also examined; as well as the influence of compression in the vibrational, optical, and transport properties. A part of the report will be devoted to discuss the determination of the crystal structure of the high‐pressure post‐monazite phases and to look into the influence of compression in the electronic and vibrational properties. Similarities and differences of the high‐pressure behavior of different members of the monazite family will be commented. The reviewed results are of importance for basic research and Earth sciences, and for the development of technological applications. Finally, future challenges associated to the reviewed subject will be presented.