Ab initio molecular dynamics (MD) method has been used to study high pressure-induced phase transformation in BeO based on the local density approximation (LDA) and the generalized gradient approximation (GGA). Both methods show that the wurtzite (WZ) and zinc blende (ZB) BeO transforms to the rocksalt (RS) structure smoothly at high pressure. The transition pressures obtained from the LDA method are about 40 GPa larger than the GGA result for both WZ -> RS and ZB -> RS phase transformations, and the phase transformation mechanisms revealed by the LDA and GGA methods are different. For WZ -> RS phase transformations both mechanisms obtained from the LDA and GGA methods are not comparable to the previous ab initio MD simulations of WZ BeO at 700 GPa based on the GGA method. It is suggested that the phase transformation mechanisms of BeO revealed by the ab initio MD simulations are affected remarkably by the exchange-correlation functional employed and the way of applying pressure.