All-electron density functional calculations of structural, electronic and optical properties of wutrzite beryllium oxide (w-BeO) are carried out at different applied hydrostatic pressure. Calculated lattice constants decrease (a, c), while bulk modulus increases with increasing pressure. Direct fundamental band-gap (Eg) of w-BeO increases with increasing pressure and vice versa and the variation provides first and second order pressure coefficient of band-gap. The calculated volume deformation potential of band-gap of w-BeO is −11.5972 eV. Optical properties of w-BeO at zero and high pressures have been studied in terms of dielectric function ε(ω) and related ancillary optical parameters. Each optical parameter is marginally anisotropic. Calculated components of refractive index at each pressure signify uniaxial characteristics of the w-BeO. Calculated components of static dielectric constant, refractive index and reflectivity decreases, while critical point energy in the spectra of each component of ε2(ω), k(ω), σ(ω) and α(ω) increases with increasing pressure and vice versa. Calculated optical energy-gap (Eopt) of w-BeO increases like Eg with increasing pressure and vice versa. The transmission cutoff energy (ECutoff) is shifted towards the higher energy region with increasing pressure.