We study spectral statistics of a Gaussian unitary critical ensemble of almost diagonal Hermitian random matrices with off-diagonal entries |H ij | 2 ∼ b 2 |i − j| −2 small compared to diagonal ones |H ii | 2 ∼ 1. Using the recently suggested method of virial expansion in the number of interacting energy levels (J.Phys.A 36,8265 (2003)), we calculate a coefficient ∝ b 2 ≪ 1 in the level compressibility χ(b). We demonstrate that only the leading terms in χ(b) coincide for this model and for an exactly solvable model suggested by Moshe, Neuberger and Shapiro (Phys.Rev.Lett. 73, 1497 (1994)), the sub-leading terms ∼ b 2 being different. Numerical data confirms our analytical calculation.