We report an experimental and theoretical lattice-dynamics study of yttrium orthovanadate (YVO4) up to 33 GPa together with a theoretical study of its structural stability under pressure. Raman-active modes of the zircon phase are observed up to 7.5 GPa, where the onset of an irreversible zircon-to-scheelite phase transition is detected, and Raman-active modes in the scheelite structure are observed up to 20 GPa, where a reversible second-order phase transition occurs. Our ab initio total-energy calculations support that the second-order phase transition in YVO4 is from the scheelite to the monoclinic M-fergusonite structure. The M-fergusonite structure remains up to 33 GPa and on pressure release the sample reverts back to the metastable scheelite phase. Raman- and IR-mode symmetries, frequencies, and pressure coefficients in the zircon, scheelite, and M-fergusonite phases are discussed.