We carry out the in-situ high pressure energy dispersive x-ray diffraction measurements on natural epitote by using diamond anvil cell. The pressure dependence of the lattice parameters of natural epidote is reported up to 20 GPa at room temperature. The experimental results show that the compressibility of epidote along the crystal axes is similar with increasing pressure, and the room-temperature isothermal bulk modulus K298 is 207±15 GPa,which is fitted by the Muaghan equation of state in the case of the pressure derivative K′ = 4.