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This paper gives the classification of all compact homogeneous pseudo-K\u00e4hler manifolds. The classification can be compared with the classical result by Borel and Matsushima who classified all compact homogeneous K\u00e4hler manifolds. The authors reduce the problem to the case when the group of automorphisms is reductive; in fact, the classification of homogeneous pseudo-K\u00e4hler manifolds admitting a reductive group of automorphisms is already given by the same authors in their papers [Math. Z. 209, 89-100 (1992; Zbl 0761.32017)] and [Geom. Dedicata 39, No. 3, 321-338 (1991; Zbl 0739.53040)]. The precise result is the following: Let \\(M\\) be a compact homogeneous pseudo-K\u00e4hler manifold and \\(G\\) an effective and transitive group of automorphisms of \\(M\\). Then (1) \\(G\\) is compact and isomorphic to \\(C\\times S\\), where \\(C\\) is a complex torus and \\(S\\) is a compact semisimple Lie group without center. (2) The isotropy subgroup \\(H\\) is included in \\(S\\) and the manifold \\(M\\) is isomorphic to \\(C\\times (S/H)\\). (3) The manifolds \\(C\\) and \\(S/H\\) carry K\u00e4hler structures and the pseudo-K\u00e4hler structure on \\(M\\) is nothing but the difference of these two K\u00e4hler 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