In this paper, the grain and grain boundary characteristics and mechanisms of phase transition (from wurtzite to zinc-blende to rock-salt phase structure) of ZnS nanocrystallines are investigated via in situ impedance measurement under pressure up to 29.8 GPa. It should be noted that there are two semiarcs can be found from the modulus plots of ZnS under different pressures. The semiarc in high frequency region represents the grain characteristic, and another one in low frequency region refers to the grain boundary characteristic. The former decreases gradually with pressure increasing and the latter shows an opposite trend. This fact indicates that the effect of grain characteristic becomes weaker and weaker, and the role of grain boundary characteristic is just on the contrary. The grain resistance and grain boundary resistance of ZnS nanocrystalline are also studied. In the low pressure region, both resistances increase with different increment rate with pressure increasing, which can be attributed to the enhanced ability of trap charge carriers due to the small size effect of nanoparticles. In addition, two discontinuous points (about 11 and 15 GPa) can be observed in both resistance curves, corresponding to the points of phase transition from wurtzite to zinc-blende to rock-salt phase structure. With pressure increasing, both resistances decrease gradually until 21 GPa, and this point corresponds to the end of transition from zinc-blende to rock-salt phase structure. Their consequent variations are different, grain boundary resistance gradually decreases with the pressure increasing, while the grain resistance is almost a constant. Additionally, the relaxation frequency, as an intrinsic characteristic, is not affected by the geometrical parameters. According to the linear relation between the grain boundary relaxation frequency and pressure in the pressure range of phase transformation, the mechanism of structure transition from wurtzite to zinc-blende to rock-salt phase structure is also discussed in detail. Based on the investigations, the in situ impedance spectroscopy can not only be used to accurately measure the grain and grain boundary characteristics, but also provide information for studying the phase transformation under pressure.