Phase transitions and symmetry are intimately linked. Melting of ice, for example, restores translation invariance. The mysterious hidden order (HO) phase of URu$_2$Si$_2$ has, despite relentless research efforts, kept its symmetry breaking element intangible. Here we present a high-resolution x-ray diffraction study of the URu$_2$Si$_2$ crystal structure as a function of hydrostatic pressure. Below a critical pressure threshold $p_capprox3$ kbar, no tetragonal lattice symmetry breaking is observed even below the HO transition $T_{HO}=17.5$ K. For $p>p_c$, however, a pressure-induced rotational symmetry breaking is identified with an onset temperatures $T_{OR}sim 100$ K. The emergence of an orthorhombic phase is found and discussed in terms of an electronic nematic order that appears unrelated to the HO, but with possible relevance for the pressure-induced antiferromagnetic (AF) phase. Existing theories describe the HO and AF phases through an adiabatic continuity of a complex order parameter. Since none of these theories predicts a pressure-induced nematic order, our finding adds an additional symmetry breaking element to this long-standing problem.