The high-pressure behaviour of LiGdF₄ scheelite (I4₁/a, Z = 4) was studied by measuring its angle-dispersive x-ray powder diffraction patterns as a function of pressure and temperature in a diamond anvil cell and a large-volume Paris–Edinburgh cell using a synchrotron radiation source. Upon compression to about 11 GPa at room temperature, the stable structure is of the scheelite type. At higher pressures and T = 298 K, new reflections occur that cannot be explained with the fergusonite structural model previously observed for LiY F₄. Associated with this is the growth of an amorphous component. All the transformations are largely irreversible upon decompression. Annealing of the sample at 13.1 GPa led to a nucleation of a solid solution series Li_yGd_1−yF_3−2y (P6₃/mmc, Z = 2) and traces of LiF. The new material Li_yGd_1−yF_3−2y (P6₃/mmc, Z = 2) was recovered to ambient conditions but back-transformed to a Y F₃-type phase (Pnma, Z = 4) after regrinding at room temperature for several hours. These observations are discussed in relation to the high-pressure high-temperature systematics of the AMX₄-type compounds.