An investigation into the high-pressure behavior of AX(2)-type iron pnictides was conducted using first-principles calculations based on density functional theory within the generalized gradient approximation. Our results demonstrate that a phase transition from the marcasite to the CuAl2 occurs at 108 GPa for FeP2, at 92 GPa for FeAs2, and at 38 GPa for FeSb2, accompanying a semiconductor-to-metal crossover. A linear relationship between bulk moduli and the inverse specific volume is proposed to be B-0 = 17498/V-0 - 45.9 GPa for the marcasite-type phase and B-0 = 31798/V-0 - 67.5 GPa for the CuAl2-type phase. According to the observed structural evolutions, we claim that the regular marcasite transforms to the CuAl2-type phase and the anomalous marcasite transforms to the pyrite-type phase at high pressures.