We have investigated by means of high-pressure x-ray diffraction the structural stability of Pd2Mo3N, Ni2Mo3C0.52N0.48, Co3Mo3C0.62N0.38, and Fe3Mo3C. We have found that they remain stable in their ambient-pressure cubic phase at least up to 48 GPa. All of them have a bulk modulus larger than 330 GPa, being the least compressible material Fe3Mo3C, B0 = 374(3) GPa. In addition, apparently a reduction of compressibility is detected as the carbon content increased. The equation of state for each material is determined. A comparison with other refractory materials indicates that interstitial nitrides and carbides behave as ultra-incompressible materials.