We have determined the equation of state of phase Egg, AlSiO3OH, at room temperature up to 40 GPa, using X-ray powder diffraction with synchrotron radiation. We derivative K0T′ = 6.5 (4) by fitting a third order Birch-Murnaghan equation of state. When K′0T is fixed at 4, we obtain K0T = 183 ± 2 GPa. This value can be compared to other hydrous phases existing in the transition zone as well as to non-hydrous phases, such as kyanite, Al2SiO5. We find that despite the presence of hydrogen, the bulk modulus of phase Egg remains high, unlike other low-pressure hydrous minerals. In addition, we found that phase Egg is more compressible along the b axis, where the O-H bonds are oriented. Our results are in good agreement with previous theoretical calculations, performed on the similar hydrous phase δ-AlOOH, that show that the O-H bond strengthens with pressure, suggesting that the presence of water stored in these phases does not soften the material at pressures corresponding to lower mantle conditions.