We have experimentally studied the effect of compression on the structure of liquid lithium (Li) by multiangle energy dispersive X-ray diffraction in a large-volume cupped-Drickamer-Toroidal cell. The structure factors, s(q), of liquid Li have been successfully determined under an isothermal compression at 600 +/- 30 K and at pressures up to 11.5 GPa. The first peak position in s(q) is found to increase with increasing pressure and is showing an obvious slope change starting at similar to 7.5 GPa. The slope change is interpreted as a structural change from bcc-like to fcc-like local ordering in liquid Li. At pressures above 8.7 GPa, the liquid Li becomes predominantly fcc-like up to the highest pressure of 11.5 GPa in this study. The observed structural changes in liquid Li are consistent with the recently determined melting curve of Li.