The heavy-fermion compound CePdAl adopting the hexagonal ZrNiAl type of structure (space group P-62m) orders at ambient pressure antiferromagnetically below 2.7K with an incommensurate propagation vector q=(0.50τ), τ≅0.35. Two, of the three Ce atoms in the hexagonal unit cell carry magnetic moment of about 1.6–1.8μ B , while the remaining one remains frustrated down to at least 35mK. The application of hydrostatic pressure leads to a suppression of the long-range magnetic order above the critical pressure P c . The results of neutron diffraction experiments under pressure suggest a value of P c =0.75 (5)GPa as compared with 0.95GPa determined from the bulk measurements. At pressures lower than P c , the magnetic structure of CePdAl seems to be quite robust with a very little temperature-dependent propagation vector and unusual dependence of the magnetic moment. The P–T phase diagram has been constructed.