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Nanoparticles of iron carbides and nitrides enclosed in graphite shells were obtained at 2 ÷ 8 GPa pressures and temperatures of around 800 °C from ferrocene and ferrocene–melamine mixture. The average core–shell particle size was below 60 nm. The graphite-like shells over the iron nitride cores were built of concentric graphene layers packed in a rhombohedral shape. It was found that at a pressure of 4 GPa and temperature of 800 °C, the stability of the nanoscale phases increases in a Fe₇C₃ -> Fe₃C -> Fe₃N_1+x sequence and at 8 GPa in a Fe₃C -> Fe₇C₃ -> Fe₃N_1+x sequence. At pressures of 2 ÷ 8 GPa and temperatures up to 1600 °C, iron nitride Fe₃N_1+x is more stable than iron carbides. At 8 GPa and 1600 °C, the average particle size of iron nitride increased to 0.5 ÷ 1 μm, while simultaneously formed free carbon particles had the shape of graphite discs with a size of 1 ÷ 2 μm. Structural refinement of the iron nitride using the Rietveld method gave the best result for the space group P6₃22. The refined composition of the samples obtained from a mixture of ferrocene and melamine at 8 GPa/800 °C corresponded to Fe₃N_1.208, and at 8 GPa/1650 °C to Fe₃N_1.259. The iron nitride core–shell nanoparticles exhibited magnetic behavior. Specific magnetization at 7.5 kOe of pure Fe₃N_1.208 was estimated to be 70 emu/g. Compared to other methods, the high-pressure method allows easy synthesis of the iron nitride cores inside pure carbon shells and control of the particle size. And in general, pressure is a good tool for modifying the phase and chemical composition of the iron-containing cores.