We report a complete structural study of CoF${}_{2}$ under pressure. Its crystal structure and vibrational and electronic properties have been studied both theoretically and experimentally using first-principles density functional theory (DFT) methods, x-ray diffraction, x-ray absorption at Co $K$-edge experiments, Raman spectroscopy, and optical absorption in the 0--80 GPa range. We have determined the structural phase-transition sequence in CoF${}_{2}$ and corresponding transition pressures. The results are similar to other transition-metal difluorides such as FeF${}_{2}$ but different to ZnF${}_{2}$ and MgF${}_{2}$, despite that the Co${}^{2+}$ size (ionic radius) is similar to Zn${}^{2+}$ and Mg${}^{2+}$. We found that the complete phase-transition sequence is tetragonal rutile ($P{4}_{2}/mnm$) $\ensuremath{\rightarrow}$ CaCl${}_{2}$ type (orthorhombic $Pnnm$) $\ensuremath{\rightarrow}$ distorted PdF${}_{2}$ (orthorhombic $Pbca$)+PdF${}_{2}$ (cubic $Pa\overline{3}$) in coexistence $\ensuremath{\rightarrow}$ fluorite (cubic $Fm\overline{3}m$) $\ensuremath{\rightarrow}$ cotunnite (orthorhombic $Pnma$). It was observed that the structural phase transition to the fluorite at 15 GPa involves a drastic change of coordination from sixfold octahedral to eightfold cubic with important modifications in the vibrational and electronic properties. We show that the stabilization of this high-pressure cubic phase is possible under nonhydrostatic conditions since ideal hydrostaticity would stabilize the distorted-fluorite structure (tetragonal $I4/mmm$) instead. Although the first rutile $\ensuremath{\rightarrow}$ CaCl${}_{2}$-type second-order phase transition is subtle by Raman spectroscopy, it was possible to define it through the broadening of the ${E}_{g}$ Raman mode which is split in the CaCl${}_{2}$-type phase. First-principles DFT calculations are in fair agreement with the experimental Raman mode frequencies, thus providing an accurate description for all vibrational modes and elastic properties of CoF${}_{2}$ as a function of pressure.