Pyroxenes are among the most important minerals of Earth's crust and upper mantle and play significant role in controlling subduction at convergent margins. In this study, synchrotron‐based single‐crystal X‐ray diffraction experiments were carried out on a natural aegirine [NaFe3+Si2O6] sample at ambient temperature and high pressures to 60 GPa, simulating conditions within the coldest part of a subduction zone consisting of old lithosphere. The diffraction data reveal no obvious sign of structural phase transition in aegirine within this pressure range; however, several relevant structural parameter trends change noticeably at approximately 24 GPa, indicating the presence of the previously predicted isosymmetric bonding change, related to increase of coordination number of Na+ at M2 site. The pressure‐volume data, fit with third‐order Birch‐Murnaghan (BM3) equation of state over the whole pressure range, yields KT0 = 126(2) GPa and K′T0 = 3.3(1), while separate BM3 fits performed for the 0–24.0 GPa and 29.9–60.4 GPa pressure ranges give KT0 = 118(3) GPa, K′T0 = 4.2(3) and KT0 = 133(2) GPa, K′T0 = 3.0(1), suggesting that the structure stiffens as a result of the new bond formation. Aegirine exhibits strong anisotropic compression with unit strain axial ratios ε1:ε2:ε3 = 1.00:2.44:1.64. Structural refinements reveal that NaO8 polyhedron is the most compressible and SiO4 tetrahedron has the lowest compressibility. The consequence of bonding transition is that the compressional behavior of aegirine below ~24 GPa and above that pressure is quite different, with likely consequences for relevant thermodynamic parameters and ion diffusion coefficients.