A review of high-pressure studies on Fe-pnictide superconductors is given. The pressure effects on the magnetic and superconducting transitions are discussed for different classes of doped and undoped FeAs-compounds, ROFeAs (R = rare earth), AeFe2As2 (Ae = Ca, Sr, Ba), and AFeAs (A = Li, Na). Pressure tends to decrease the magnetic transition temperature in the undoped or only slightly doped compounds. The superconducting Tc increases with pressure for underdoped FeAs-pnictides, remains approximately constant for optimal doping, and decreases linearly in the overdoped range. The undoped LaOFeAs and AeFe2As2 become superconducting under pressure although nonhydrostatic pressure conditions seem to play a role in CaFe2As2. The superconductivity in the (undoped) AFeAs is explained as a chemical pressure effect due to the volume contraction caused by the small ionic size of the A-elements. The binary FeSe shows the largest pressure coefficient of Tc in the Se-deficient superconducting phase.