In the present work the results of investigation of the thermoelectric (TE) properties of some Zn, Ti and Fe oxides and FeAs-based compounds under compression up to 20 GPa are reported. The data obtained of thermoelectric power S dependence on pressure P for the materials under consideration revealed some new features of the electron properties of both initial and high-pressure phases (RS-ZnO). For FeAs-based compounds the complex behavior of S on P was found depending probably on the contribution of d-states in the conductivity. The decreasing of the semiconductors gap has been established under pressure for the narrow-gap semiconductors Ti2O3 and Fe2O3; the sign inversion being observed in the first oxide pointing to the change of dominant type of the charge carries. Pressure cycling of Fe2O3 led to a nanostructured state with the modified electronic properties. TE data at high pressure allowed the electronic properties of the materials with the different type of the electron structure to be detailed.