Two samples of triacylglycerols i.e., olive oil and triolein, and one sample of diacylglycerol were investigated. In the course of compression, the density of the samples was determined by measurements of the change of piston position in a pressure chamber and volume correction due to chamber expansion under pressure. The speed of sound was evaluated from the time of flight of an ultrasonic impulse between emitting and receiving transducers placed in the high pressure chamber. The adiabatic compressibility, the intermolecular free length, the molar volume, the van der Waals’ constant b and the surface tension were evaluated from the density, the speed of sound and the average molecular mass. All tested liquids undergo a high-pressure phase transition. Discontinuities in the measured isotherms of the physicochemical parameters of the investigated oils indicate the presence of high-pressure phase transitions. Moreover the time dependent change of pressure at constant volume during the phase transition was measured. The fundamental difference in the molecular structure of these acylglycerols influences their behavior significantly under high pressure.