In order to intercalibrate the equations of state (EOSs) of the three widely used pressure standards, gold, platinum, and MgO, we have measured their unit cell volumes together in the laser‐heated diamond anvil cell up to 140 GPa and 2500 K. At 300 K, three standards agree with each other within ±2.5 GPa to 135 GPa if the EOSs measured in quasi‐hydrostatic media are used. We further refined the EOSs at 300 K, making them consistent with each other within ±1 GPa up to 135 GPa. At high temperature (T), the three standards match the best within ±1 GPa between 40 and 140 GPa, when we use the scales by Dorogokupets and Dewaele (2007). However, a 2–3 GPa discrepancy remains at 20–40 GPa and 1500–2000 K, with gold yielding the highest pressure (P). The pressure discrepancy is likely related to steep decreases in the Grüneisen parameter, the anharmonicity, and/or the electronic effects for the standards at the P‐T conditions. Because gold melts near the temperatures expected for the mantle transition zone, severe anharmonic effects expected under premelting conditions make gold unsuitable for determining the phase boundaries in the region. The pressure scales by Dorogokupets and Dewaele (2007) provide tighter constrains on the Clapeyron slopes of the postspinel boundary to −2.0 to −2.7 MPa/K and the postperovskite boundary to 7–10 MPa/K. The data and refined EOSs presented here allow for reliable comparisons among experiments with different pressure standards for the entire P‐T conditions expected for the Earth's lower mantle.