The recent discovery of iron ferropnictide superconductors has received intensive concerns on magnetic involved superconductors. Prominent features of ferropnictide superconductors are becoming apparent: the parent compounds exhibit antiferromagnetic (AFM) ordered spin density wave (SDW) state; the magnetic phase transition is always accompanied to a crystal structural transition; superconductivity can be induced by suppressing the SDW phase via either chemical doping or applied external pressure to the parent state. These features generated considerable interests on the interplay between magnetism and structure in chemical doped samples, showing crystal structure transitions always precedes to or coincide with magnetic transition. Pressure tuned transition on the other hand would be more straightforward to superconducting mechanism studies since there are no disorder effects caused by chemical doping; however, remarkably little is known about the interplay in the parent compounds under controlled pressure due to the experimental challenge of in situ measuring both of magnetic & crystal structure evolution at high pressure & low temperatures. Here we show from combined synchrotron Mossbauer and x-ray diffraction at high pressures that the magnetic ordering surprisingly precedes the structural transition at high pressures in the parent compound BaFe2As2, in sharp contrast to the chemical doping case. The results can be well understood in terms of the spin fluctuations in the emerging nematic phase before the long range magnetic order that sheds new light on understanding how parent compound evolves from a SDW state to a superconducting phase, a key scientific inquiry of iron based superconductors.