Using dispersion corrected density functional theory, we have investigated the uniaxial compression effect on pentaerythritol tetranitrate (PETN) crystal, which is an secondary high explosive. The principal stresses and shear stresses along different orientations exhibit considerable anisotropy. The Raman spectroscopy is used to explore the pressure effects on the vibrational properties of PETN. Several features are observed in selected Raman vibrational modes along different orientations. Especially, compression along the [0 0 1] orientation induces some anomalous changes of some vibrational modes. Through analyzing intermolecular hydrogen bonds, vibrational mode assignments and variation of the corresponding peak positions of PETN crystal, we propose that the changes between 15.8 and 17.6 GPa may be associated with a phase transformation. This present study has shed light on the anisotropic impact sensitivity and phase change of PETN under compression at atomistic scale.