Abstract The ternary compound CuAlSe 2 is a direct energy gap semiconductor ( E g = 2.6 eV at 300 K) crystallizing in the tetragonal chalcopyrite structure. In this work the optical absorption edge and the Raman active modes of CuAlSe 2 were measured as a function of pressure up to 30 GPa. The measurements were performed in a membrane diamond‐anvil cell at ambient temperature using neon gas as pressure transmitting medium. The direct energy gap (Γ → Γ ) increases linearly with pressure at the rate of 4.7 × 10 −2 eV GPa −1 . At 6.7 GPa the character of the fundamental gap changes to pseudodirect (Γ → Γ ). This gap decreases with pressure at a rate of −2.9 × 10 −2 eV GPa −1 . The effect of pressure on the phonon frequencies is discussed in terms of the Grüneisen parameters. A first‐order structural phase transition was observed at 12 GPa in the upstroke and at 2 GPa in the downstroke.