Crystal structures of pure and doped KLnF₄ (Ln = Y, Ho, Er, Tm, Yb) grown hydrothermally were studied with synchrotron single-crystal and powder diffraction as a function of temperature and pressure. At atmospheric conditions, KHoF₄ and KErF₄ crystallize in space group P3₁, while KTmF₄, Er:KYbF₄, and KYF₄ crystallize in space group P3₂. In both enantiomorphic structures, the K⁺ and Ln³⁺ cations are completely ordered. The pseudo-symmetry of the structures with respect to the two minimal supergroups k = 3 (P3₁ and P3₂) and t = 2 (P3₁12 and P3₂12) increases with decreasing radius of the Ln³⁺ cation, respectively. No phase transition is detected in KYF₄ at low temperatures down to 100 K at atmospheric pressure. Er:KYbF₄ and KYF₄ undergo irreversible pressure-induced phase transitions at about 4 GPa. In each case, the single crystals become fragmented into several crystallites as observed during single-crystal measurements in diamond anvil cells. Up to the phase transitions, both Er:KYbF₄ and KYF₄ are more compressible along the c axis and their bulk compressibility predominantly results from the contraction of the KF₈ polyhedra. The application of pressure does not affect the distribution of the cations in the crystal structures of Er:KYbF₄ and KYF₄ up to the phase transitions at about 4 GPa.