This paper reports the results of an in situ HP synchrotron X-ray powder diffraction investigation on the natural zeolite gismondine (ideal chemical formula Ca4Al8Si8O32·16H2O, space group P21/c). The study was performed from Pamb to 7.9 GPa, and upon decompression, using methanol:ethanol:water (16:3:1) mixture (m.e.w.) as a nominally penetrating hydrostatic P-transmitting medium. No complete X-ray amorphization is observed up to the highest investigated pressure, and the original unit-cell parameters are almost completely recovered upon decompression. From 0.6 GPa, the water content is slightly higher than at ambient pressure, as a result of a moderate over-hydration. Moreover, at about 2 GPa, a significant water molecule system re-arrangement occurs, characterized by an ordering of part of the water molecules from four partially occupied sites to only two fully occupied ones. The over-hydration, but not the water ordering, is substantially irreversible upon pressure release. The Rietveld structural refinements of the powder patterns converged successfully up to 2.8 GPa; above this pressure, a phase transition to triclinic symmetry was observed and only the unit-cell parameters were refined. The comparison of the overall cell volume reductions and of the bulk modula of gismondine compressed between Pamb and 7.9 GPa in m.e.w. and in silicone oil, reveals that this is the unique zeolite with a higher compressibility in penetrating vs. non-penetrating P-transmitting media. This is ascribed to the re-organization of the water molecule system upon compression in m.e.w., which leaves a larger free volume inside the pores with respect to the phase compressed in silicone oil.