Synthetic chalcomenite-type cupric selenite CuSeO₃∙2H₂O has been studied at room temperature under compression up to pressures of 8 GPa by means of single-crystal X-ray diffraction, Raman spectroscopy, and density-functional theory. According to X-ray diffraction, the orthorhombic phase undergoes an isostructural phase transition at 4.0(5) GPa with the thermodynamic character being first-order. This conclusion is supported by Raman spectroscopy studies which have detected the phase transition at 4.5(2) GPa and by the first-principles computing simulations. The structure solution at different pressures has provided information on the change with pressure of unit-cell parameters as well as on the bond and polyhedral compressibility. A Birch-Murnaghan equation of state has been fitted to the unit-cell volume data. We found that chalcomenite is highly compressible with a bulk modulus of 42 – 49 GPa. The possible mechanism driving changes in the crystal structure is discussed, being the behavior of CuSeO₃∙2H₂O mainly dominated by the large compressibility of the coordination polyhedron of Cu. On top of that, an assignation of Raman modes is proposed based upon density-functional theory and the pressure dependence of Raman modes discussed. Finally, the pressure dependence of phonon frequencies is also reported.