We have studied by x-ray synchrotron diffraction under high pressure five pyrochlore compounds: Tb2Ti2O7 (up to 42 GPa), Tb2Sn2O7 and Tb2Mo2O7 (up to 35 GPa), Gd2Mo2O7 and (Tb0.8La0.2)(2)Mo2O7 (up to 10GPa). At ambient pressure all compounds crystallize in the cubic F d(3) over bar m symmetry group. This structure is stable for all compounds in the investigated pressure range. All three compounds having Mo as transition metal are described by the same equation of state, with the same bulk modulus B-0 = 149. The bulk modulus is smaller in the Mo pyrochlores than in the Ti and Sn ones, in contrast with a priori expectations.