The high-pressure monazite–scheelite structure transition has been observed at P >4.57 GPa in CaSeO4 by synchrotron X-ray powder diffraction. It is a first-order transition with a 4.5% volume change and is severely hindered kinetically. Scheelite-type CaSeO4 remains to a maximum experimental pressure of 42.2 GPa and no (002) reflection, specifically indicative of a subgroup transition to a fergusonite-type structure, is observed. Scheelite-type CaSeO4 remains at ambient conditions, where the tetragonal unit cell has parameters of a = 5.04801(11) c = 11.6644(5) Å and V = 297.21(3) Å3 with Dcalc = 4.090 g cm−3. The diffraction pattern of the recovered material was refined in space group I41/a to Rp = 0.98%, wRp = 1.91%, GoF = 0.59, RFobs = 5.04%, wRFobs = 4.27%. The oxygen is located on the general 16f site at (0.2578(8) 0.3699(14) 0.5755(4)) and shares four identical bonds with Se (4a: ½ ½ ½) at 1.644(5) Å. The Ca (4b: 0, 0, ½) is eight-coordinated via O at 4 × 2.440(6) Å and 4 × 2.504(5) Å. This is further evidence of the dissimilarity of sulfate and selenate at high pressure and temperature conditions and the closer resemblance of the selenates to the orthophosphates, arsenates and vanadates, where this type of transition sequence has been described.