Uranium is one of the main heat sources in the Earth, as about 25% of the total heat is produced by the radioactive decay of U. The location of U in the deep mantle is then essential for a better understanding of the geodynamics and thermal behavior of the Earth. For the first time, the crystal structure of natural simple dioxide UO2 uraninite has been studied by X-ray diffraction with synchrotron radiation (ESRF, Grenoble, France), in situ in a laser-heated diamond-anvil cell at pressures and temperatures relevant to the deep Earth’s mantle. Fluorite-type UO2 displays a new sequence of phase transitions at high P and T, with a cubic modified fluorite Pa3̅ observed at 18 GPa, and an orthorhombic Pbca structure from 33 GPa up to 82 GPa. Using a second-order Birch-Murnaghan equation of state, we calculated room-pressure bulk modulus K0 = 166(7) GPa with pressure derivative K′0 = 4.0 for the Pa3̅ structure, and K0 = 225(8) GPa with K′0 = 4 for the Pbca structure. The expected Pnma cotunnite structure was not observed but is not excluded at pressures higher than 82 GPa. Since UO2 displays a Pbca structure stable up to 82 GPa and presents a density much higher than the average density of the surrounding mantle, UO2 could be a host of U in the deep lower mantle.