Considering the phonon-phonon interactions, we obtain the high temperature phonons of Mo under high pressure. The dynamically stable regions of bcc and fcc Mo in the phase diagram are predicted. By comparing the anharmonic free energy, we determine the bcc-fcc boundary. The bcc Mo is the stable phase up to 700 GPa. Around 210 GPa, there is no bcc-fcc phase transition, which is different with the results from quasiharmonic approximation.