In a hydrostatic pressure environment condition and in manual milling, respectively, investigations of PbWO₄-III (P2₁ /n) have been performed by X-ray diffraction and Raman scattering techniques. Experiments found that PbWO₄-III keeps its monoclinic structure under hydrostatic pressures with the sample’s anisotropic compressibility up to 14.6 GPa, but transforms to PbWO₄-I (I4₁ /a) in a grinding process. The stability and variability of PbWO₄-III depending on the strain states were also explored by first-principles calculations of elasticity. Calculations show PbWO₄-III has an anisotropic compressibility and a ductile nature with increasing pressure up to 15 GPa.