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Alloys between Mg3Sb2and Mg3Bi2have recently been shown to be exceptional thermoelectric materials due in part to their anomalously low thermal conductivity. In the present study, in situhigh-pressure synchrotron X-ray diffraction was used to investigate the structure and bonding in Mg3Sb2and Mg3Bi2at pressures up to 50 GPa. Our results confirm prior predictions of isotropic in-plane and out-of-plane compressibility but reveal large disparities between the bond strength of the two distinct Mg sites. Using single-crystal diffraction, we show that the octahedral Mg–Sb bonds are significantly more compressible than the tetrahedral Mg–Sb bonds in Mg3Sb2, which lends support to prior arguments that the weaker octahedral Mg bonds are responsible for the anomalous thermal properties of Mg3Sb2and Mg3Bi2. Further, we report the discovery of a displacive and reversible phase transition in both Mg3Sb2and Mg3Bi2above 7.8 and 4.0 GPa, respectively. The transition to the high-pressure structure involves a highly anisotropic volume collapse, in which the out-of-plane axis compresses significantly more than the in-plane axes. Single-crystal diffraction at high pressure was used to solve the monoclinic high-pressure structure (C2/m), which is a distorted variant of the ambient-pressure structure containing four unique Mg coordination environments.