We use a diamond anvil cell for the first time to investigate the Raman spectra of an aqueous micellax solution of hexadecyltrimethylammonium bromide (CTAB) at pressures up to 3.85 GPa. The pressure-induced phase transition between the micellar and coagel phases is found to occur at 0.64 GPa and 60°C. This phase transition has a pressure hysteresis, and thus exhibits the first-order phase transition properties. Further experimental results show that although the structure of the coagel phase is similar to that of the CTAB crystal, the interchain distance is slightly larger in the coagel phase than that in the CTAB crystal.