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Ferroelectricity in layered and perovskite material has been of great scientific importance. Interestingly, topological ferroelectricity has been studied in layered perovskite compound LaTaO₄. At ambient conditions, LaTaO₄ crystallizes in monoclinic P21/c space group and further at 433 K transform to Orthorhombic Cmc21 and to Cmcm structure at 498 K. The high-temperature structure and phase transition is controversial. Very recently, it is reported that transition at around 500 K is incommensurate to commensurate in nature, in which macroscopic geometric modulation is of continuous temperature dependence until the transition to the basic unit cell. Anisotropic negative thermal expansion is also found in LaTaO₄, associated with the soft phonon modes. However, the high-pressure properties of LaTaO₄ are largely unknown. Here our aim is to understand its high-pressure behavior, structural phase transitions, and vibrational properties related to its anisotropic thermal behavior. We present in situ high-pressure Raman spectroscopic and synchrotron x-ray diffraction studies on LaTaO₄ in a diamond-anvil cell up to 32 GPa under hydrostatic and non-hydrostatic conditions to get more insight into its microscopic Gruneisen parameters, thermal and ferroelectric transition behavior.