By pressure demagnetization, take iron as an example, we mean either that, given an external magnetic field under a certain temperature, the magnetization becomes weaker as the pressure increases, which can be referred to as pressure demagnetization during magnetization, or that when external field is dropped to zero, the iron has residual magnetization or remanence, and the residual magnetization becomes weaker as the pressure increases as well, which can be referred to as pressure demagnetization in remanence. In order to account for the pressure demagnetization, we demonstrate that, though magnetic work has two equivalent forms in electromagnetism, only one form is proper in thermodynamics in general.