The emerging high-entropy oxides (HEOs) have been considered promising candidates in numerous applications due to their unique properties. Yet the dielectric properties of HEOs at high pressure remain to be disclosed. In this work, the dielectric properties of (FeCoCrMnZn)(3)O-4 at high pressures up to similar to 20 GPa were systematically investigated. Combined with in-situ Raman, XRD, and impedance measurements, it is revealed that high-pressure exhibits a significant impact on the dielectric properties, even without the observed phase transition. The electric resistance, which is dominantly contributed by grain resistance, decreases exponentially with the increase of pressure. On the other hand, the relative permittivity decreases linearly with increasing pressure. In addition, the dielectric relaxation behavior of (FeCoCrMnZn)(3)O-4 at high pressure is revealed. Our results provide the experimental basis for the high-pressure effect on the dielectric properties of (FeCoCrMnZn)(3)O-4 and potential guidance for the design strategy of HEOs under extreme conditions.