High-pressure X-ray diffraction experiment for hydrostatic compression of polycrystalline CuFeO2 was performed at room temperature by using a diamond anvil cell up to about 10 Cpa. An anisotropic compression of the unit-cell was found : the c/a ratio in the hexagonal cell increases with increasing pressure. No structural phase transformation was observed and the delafossite structure is stable up to 10 Gpa.