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At ambient conditions, the high-entropy alloy superconductor R⁢e0.6⁢(NbTiZrHf)0.4 exhibits exceptional mechanical properties among high-entropy alloys, with its hexagonal phase achieving nanoindentation hardness of 18.5 GPa. We report on a unique pressure-induced structural transformation from a hexagonal phase to a body-centered cubic (BCC) phase, revealed by synchrotron x-ray diffraction measurements up to 70 GPa. This first-order transition, accompanied by a 6.1% volume collapse, occurs at 44 GPa and results in a BCC structure with random site occupancy by the five constituent elements, which is remarkably retained upon decompression to ambient conditions. The transformation proceeds via a martensiticlike, diffusionless mechanism without elemental segregation, enabled by pressure-induced electronic redistribution and atomic-scale disorder. These findings demonstrate a rare case of metastable phase retention in a chemically complex alloy and offer new insights into structure-stability relationships under pressure.