Structural stability of HfW₂O₈ is investigated at high pressure using Raman spectroscopy. Irreversible amorphization is found to occur when pressurized to above 3 GPa under hydrostatic conditions. The Raman spectrum of the pressure-amorphized sample closely resembles that of amorphous WO₃. On the other hand, spectrum of the recovered sample subjected to uniaxial compression of about 5 GPa showed bands characteristic of crystalline HfO₂ besides the parent cubic phase and amorphous phase. Ex situ x-ray diffraction measurements on the pressure-cycled samples also indicated the presence of monoclinic HfO₂. These results suggest that the observed pressure-induced amorphization (PIA) under hydrostatic compression is indeed due to hindered decomposition, which is facilitated under uniaxial compression. Thus, the behavior of HfW₂O₈ appears to be different from that of ZrW₂O₈, which exhibited only PIA and not pressure-induced decomposition at ambient temperature.