Magnetism induced by external pressure ($p$) was studied in a FeSe crystal sample by means of muon-spin rotation. The magnetic transition changes from second-order to first-order for pressures exceeding the critical value $p_{{rm c}}simeq2.4-2.5$ GPa. The magnetic ordering temperature ($T_{{rm N}}$) and the value of the magnetic moment per Fe site ($m_{{rm Fe}}$) increase continuously with increasing pressure, reaching $T_{{rm N}}simeq50$~K and $m_{{rm Fe}}simeq0.25$ $mu_{{rm B}}$ at $psimeq2.6$ GPa, respectively. No pronounced features at both $T_{{rm N}}(p)$ and $m_{{rm Fe}}(p)$ are detected at $psimeq p_{{rm c}}$, thus suggesting that the stripe-type magnetic order in FeSe remains unchanged above and below the critical pressure $p_{{rm c}}$. A phenomenological model for the $(p,T)$ phase diagram of FeSe reveals that these observations are consistent with a scenario where the nematic transitions of FeSe at low and high pressures are driven by different mechanisms.