The evolution of cesium iodide band gap as a function of pressure is studied in the range from 0 to 60 GPa. Within this range, two structural phase transitions occurred, and the band gap was affected by the compression pressure and structural rearrangement. The band gap estimation under pressure, as obtained by the density functional theory methods, successfully reproduced the experimental trend of the optical gap and electrical resistivity, namely, a general decreasing tendency, an early maximum, and a discontinuous peak around 40 GPa.