We have studied the effect of pressure on the structural and vibrational properties of lanthanum tritungstate La2(WO4)3. This compound crystallizes under ambient conditions in the modulated scheelite-type structure known as the α phase. We have performed x-ray diffraction and Raman scattering measurements up to a pressure of 20 GPa, as well as ab initio calculations within the framework of the density functional theory. Up to 5 GPa, the three methods provide a similar picture of the evolution under pressure of α-La2(WO4)3. At 5 GPa, we begin to observe some structural changes, and above 6 GPa we find that the x-ray patterns cannot be indexed as a single phase. However, we find that a mixture of two phases with C2/c symmetry accounts for all diffraction peaks. Our ab initio study confirms the existence of several C2/c structures, which are very close in energy in this compression range. According to our measurements, a state with medium-range order appears at pressures above 9 and 11 GPa, from x-ray diffraction and Raman experiments, respectively. Based upon our theoretical calculations we propose several high-pressure candidates with high cationic coordinations at these pressures. The compound evolves into a partially amorphous phase at pressures above 20 GPa.