We investigated the pressure behavior of yellow luminescence in bulk crystals and epitaxial layers of GaN. This photoluminescence band exhibits a blueshift of 30±2 meV/GPa for pressures up to about 20 GPa. For higher pressure we observe the saturation of the position of this luminescence. Both effects are consistent with the mechanism of yellow luminescence caused by electron recombination between the shallow donor (or conduction band) and a deep gap state of donor or acceptor character.