The crystal structure of Pb₆Bi₂S₉ is investigated at pressures between 0 and 5.6 GPa with X-ray diffraction on single-crystals. The pressure is applied using diamond anvil cells. Heyrovskyite (Bbmm, a = 13.719(4) Å, b = 31.393(9) Å, c = 4.1319(10) Å, Z = 4) is the stable phase of Pb₆Bi₂S₉ at ambient conditions and is built from distorted moduli of PbS-archetype structure with a low stereochemical activity of the Pb²⁺ and Bi³⁺ lone electron pairs. Heyrovskyite is stable until at least 3.9 GPa and a first-order phase transition occurs between 3.9 and 4.8 GPa. A single-crystal is retained after the reversible phase transition despite an anisotropic contraction of the unit cell and a volume decrease of 4.2%. The crystal structure of the high pressure phase, ß-Pb₆Bi₂S₉, is solved in Pna21 (a = 25.302(7) Å, b = 30.819(9) Å, c = 4.0640(13) Å, Z = 8) from synchrotron data at 5.06 GPa. This structure consists of two types of moduli with SnS/TlI archetype structure in which the Pb and Bi lone pairs are strongly expressed. The mechanism of the phase transition is described in detail and the results are compared to the closely related phase transition in Pb₃Bi₂S₆ (lillianite).