Understanding the high-pressure lattice dynamics is crucial to modulate the thermal transport in thermoelectric materials beyond the ambient environment. Herein, using molecular dynamics simulations in combination with an accurate machine-learning interatomic potential, we find the well-known double-peak feature of the transverse-optical (TO) mode in PbTe gradually vanishes when pressure is enhanced. An anomalous nonmonotonic pressure dependence of the frequency of the transverse-acoustic phonon in PbTe is computationally reproduced. The longitudinal-acoustic, longitudinal-optical, and TO phonons harden as expected when pressure increases. The theoretical results are compared with inelastic neutron scattering experimental data. We have also calculated the pressure-dependent lattice thermal conductivity and revealed the phonon transport mechanisms.