The structure stability, mechanical properties and thermodynamic behaviors of Al4Si6La3 compound in a wide pressure range 0–100 GPa have been explored by performing first-principles calculations based on density functional theory. The calculated formation enthalpy demonstrates that the Al4Si6La3 compound at 0 GPa is thermodynamically stable and exhibits unstable with the increasing of pressure. The single crystal and polycrystalline elastic constants as a function of pressure are also calculated and discussed. Al4Si6La3 compound exhibits ductile nature at pressure up to 100 GPa by calculating Cauchy pressure, B/G ratio and Poisson's ratio. It is found that the Debye temperature and minimum thermal conductivity of Al4Si6La3 compound can be improved to some extent when the pressure is increasing. The analysis of electronic structures including charge density difference, Mulliken overlap population and density of state reveal that Al–Si and La–Si can form covalent bonds in Al4Si6La3 compound whereas Al–La form antibonding states at various pressures.