Numerous studies have showed evidence that high-pressure annealing (HPA) can modify the crystal and electronic structure significantly, which thus probably alters the magnetic ordering with a different universality class. In this work, we investigate the effects of HPA on the critical behaviors of magnetization in a room-temperature ferromagnet Ce_0.65Mg_0.35Co₃. We observe the HPA compound after annealing at 2 GPa undergoing a second-order phase transition with a decreased Curie temperature. Using the DC magnetization data, the critical exponents β, γ and δ are calculated independently by three methods including the modified Arrott plot, the Kouvel–Fisher plot, and critical isotherm analysis. The obtained critical parameters together with the magnetization data obey the scaling equation of state, indicating that they are intrinsic and unambiguous. Furthermore, we notice that HPA not only reduces the intensity of exchange coupling, but also elongates the exchange range with J(r) ∼ r^−4.467, which leads to a universality class different from that of the conventional compound and the existing theoretical models.