The results of high-pressure angle dispersive X-ray diffraction measurements upto 34.3GPa on the double perovskite Ba₂MgWO₆ are presented. The ambient rock salt phase (SG: Fm-3m) is found to be stable upto the highest pressure of the present measurements. The third order Birch–Murnaghan equation of state when fitted to pressure–volume data, yielded a zero pressure bulk modulus(B₀), and its first and second pressure derivatives as 137.0(81) GPa,and 3.9(5)and -0.03 GPa^-1, respectively.