High-pressure X-ray diffraction was carried out on a single crystal of gypsum compressed in a diamond anvil cell. The sample maintained its crystal structure up to 4.0 ± 0.1 GPa. The fit of pressure dependence of the unit-cell volume to the third-order Birch-Murnaghan equation yielded KT0 = 44(3) GPa and (∂KT/∂P)0 = 3.3(3), where KT0 and (∂ KT/∂P)0 are the isothermal bulk modulus and its pressure derivative in ambient conditions. The axial compressibility values, fitting data collected up to 3.94 GPa, were β0aEoS = 6.1(1) and β0cEoS = 5.6(1) 10−3 GPa−1. The value of β0bEoS was 6.2(8) 10−3 GPa−1 fitting the data collected up to 2 GPa, due to non-linearity above this pressure; axial compressibility of gypsum is almost isotropic (β0a: β0b: β0c = 1:1:0.9). This behavior is partly unexpected for a layered mineral based on alternate layers of Ca- and S-polyhedral chains separated by interlayers occupied by water molecules. Above 4.0 GPa the compression curve of gypsum shows a discontinuity with a 2.5% contraction in volume. Structural refinements indicate that SO4 volume and average S-O bond distances remain almost unchanged from room pressure to 3.9 GPa [range 1.637(4)–1.66(9) Å3; 1.4733–1.48 Å]. The SO4 tetrahedron undergoes distortion: the smaller distance decreases from 1.4731(9) to 1.45(2) Å and the larger increases from 1.4735(9) to 1.51(2) Å. In contrast, the calcium polyhedra show expected high-pressure behavior, becoming more regular and decreasing in volume from 25.84(8) Å3 at ambient P to 24.7(1) Å3 at 3.9 GPa. The largest variations were observed in the interlayer region where the water molecules are located. Along the b axis, the two structural layers have very different compressibilities: the polyhedral layer is almost incompressible in the pressure range studied, whereas water layer compressibility is 9.7(3) 10−3 GPa−1, about twice that of the other two lattice parameters. At ambient conditions, water molecules form weak hydrogen bonds with the O atoms of Ca and S polyhedra. With increasing pressure, the weakest hydrogen bond becomes the strongest one: from 0.001 to 4 GPa, the distance changes from 2.806(1) to 2.73(2) Å for OW-H1···O2, and from 2.883(2) to 2.69(3) Å for OW-H2···O2. Structure refinements show that water remains in the structure when P increases. The observed distortion of sulfate tetrahedra explains the splitting of the ν1 sulfate stretching mode, and the various measured compressibilities of the two hydrogen bonds and the coalescence of the Raman stretching mode observed at pressures over 5 GPa.