Dysprosium (Dy) has been studied using neutron diffraction under high pressures and low temperatures at a spallation neutron source by employing a large-volume diamond anvil cell. Companion measurements at different central wavelengths allow the collection over extended reciprocal space with momentum transfer Q covering the range from 0.5 Å−1 to 5.5 Å−1. Upon cooling to 15 K, magnetic ordering was observed in the hexagonal close-packed (hcp), alpha-samarium (α-Sm), and double hexagonal close packed (dhcp) phases of Dy to 22 GPa. We report on previously undetected magnetic superlattice reflections signaling antiferromagnetic transition for both the α-Sm and dhcp phases of Dy. Magnetic structure refinements for the α-Sm phase shows a complex phase comprising two magnetic propagation vectors k = (1/2, 1/2, 1/2) and k = (1/2, 0, 0). Magnetic structure refinements for the dhcp phase yield a single magnetic propagation vector k = (1/2, 0, 1/3) and a possible magnetic space group Pbnma. The refined magnetic structures are provided to the highest pressure of 22 GPa.