Results of the low frequency dielectric constant (ε), dielectric loss and x-ray powder diffraction (XRD) measurements on orthorhombic Al₂(WO₄)₃ under pressure are reported. The dielectric constant and the dielectric loss both show a sharp peak at about 0.5 GPa, indicating a ferroelastic phase transformation. This phase is found to be identical to the low temperature monoclinic phase of Al₂(WO₄)₃. Another monoclinic modification of Al₂(WO₄)₃ is also observed from our XRD studies at 3.4 GPa. Al₂(WO₄)₃ amorphizes above a pressure of 18 GPa, and this pressure induced amorphization is attributed to the lack of thermal activation for decomposition.