This study examines the high-pressure structural properties of nanocrystalline Fe confined by single-walled carbon nanohorns (SWCNHs) and SWCNHs (filled with Fe nanoparticles) named Fe-filled SWCNHs up to a pressure of 21.8 GPa. In detail, the Fe-filled SWCNHs did not undergo a special structural transformation at up to 21.8 GPa, except the partial irreversible amorphization of graphene sheets forming the core part above ∼18 GPa. Cubic Fe (bcc Fe) and Fe3O4 coexisted simultaneously in the Fe-filled SWCNHs. The Fe encapsulated by the SWCNH underwent a reversible transformation from bcc Fe to a hexagonal Fe (hcp Fe) at 11.7 GPa and reversed to bcc Fe at 6.2 GPa with a width of the domain of coexistence of bcc hcp of the order of 5 GPa. Due to the effect of the special tubular confinement of the SWCNHs, the high-pressure behavior of Fe confined by them exhibited a sharp contrast to that of Fe confined by carbon nanotubes. In comparison to the bulk bcc Fe, hcp Fe, and Fe3O4, these nanocrystallines confined by SWCNHs had higher compressibility than their bulk phases. Fe3O4 did not exhibit any phase transformation until 21.8 GPa, where this was similar to the results of bulk Fe3O4.