A detailed temperature and pressure investigation on BiGdO$_{3}$ is carried out by means of dielectric constant, piezoelectric current, polarization-electric field loop, Raman scattering and x-ray diffraction measurements. Temperature dependent dielectric constant and dielectric loss show two anomalies at about 290 K (T$_r$) and 720 K (T$_C$). The later anomaly is most likely due to antiferroelectric to paraelectric transition as hinted by piezoelectric current and polarization-electric field loop measurements at room temperature, while the former anomaly suggests reorientation of polarization. Cubic to orthorhombic structural transition is observed at about 10 GPa in high pressure x-ray diffraction studies accompanied by anisotropic lattice parameter changes. An expansion about 30 % along $a$-axis and 15 % contraction along $b$-axis during the structural transition result in 9.5 % expansion in unit cell volume. This structural transition is corroborated by anomalous softening and large increase in full width half maximum (FWHM) of 640 cm$^{-1}$ Raman mode above 10 GPa. Enhancement of large structural distortion and significant volume expansion during the structural transition indicate towards an antiferroelectric to ferroelectric transition in the system.
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