Structures of RhSb3 under high pressures up to 95 GPa have been investigated by first-principles calculations. The calculated phonon dispersion curves with space group Im(average)3 show unstable triply degenerated modes at the H point (q=(1/2, 1/2, 1/2)) above 53 GPa. According to Landau theory, the possible space groups as distorted structures at high pressures are Pnnm and R(average)3. The obtained structural distortions are not self-insertion reaction but are collapse of the cage structure. By comparing their Gibbs free energies with that of undistorted structure Im(average)3, it is found that the first-order structural transition to the Pnnm symmetry occurs at around 22 GPa, which is close to the observed pressure in the experiments.