In-situ high pressure single-crystal X-ray diffraction investigation of dioptase was carried out at room temperature using diamond anvil cells (DAC) with synchrotron radiation source. No phase transition of dioptase was observed up to the highest pressure of 11.7 GPa. The results obtained from single-crystal X-ray diffraction between 10^-4 and 11.7 GPa reveal volume decreasing as a function of pressure, corresponding to K₀=114.6±5.3 GPa for the bulk modulus and K'=2.7±0.8 for its pressure derivative for a third-order Birch-Murnaghan equation of state. When pressure is lower than 9.3 GPa, c-axial compressibility is larger than that of a-axis; in the pressure range of 9.3～11.7 GPa, water molecules in the structure of dioptase will produce strong compression of rings of six silicate tetrahedra under high pressure, causing the reduction of c-axial compressibility, and eventually the degree of a-axis compression is nearly the same as that of c-axis at 11.7 GPa. By analyzing high pressure behavior of many aqueous annular silicate minerals, the authors have come to the conclusion that the form of water molecules plays a key role in the elasticity of aqueous annular silicate minerals.