The variation of the ordinary and extraordinary refractive indices of the hexagonal crystals beryl, $\ensuremath{\alpha}$-CdS, $\ensuremath{\alpha}$-ZnS, and ZnO with hydrostatic pressure to 7 kbar has been measured by an interferometric technique for $\ensuremath{\lambda}5893$ \AA{}. For beryl, both the refractive indices increase linearly with pressure with slopes of +0.072 \ifmmode\times\else\texttimes\fi{} ${10}^{\ensuremath{-}3}$ ${\mathrm{kbar}}^{\ensuremath{-}1}$ over the entire range investigated. For $\ensuremath{\alpha}$-CdS, $\ensuremath{\alpha}$-ZnS, and ZnO, the ordinary refractive indices decrease linearly with pressure to about 4 kbar with slopes of -1.38\ifmmode\times\else\texttimes\fi{}${10}^{\ensuremath{-}3}$, -0.25\ifmmode\times\else\texttimes\fi{}${10}^{\ensuremath{-}3}$, and -0.34\ifmmode\times\else\texttimes\fi{}${10}^{\ensuremath{-}3}$ ${\mathrm{kbar}}^{\ensuremath{-}1}$, respectively, while the corresponding extraordinary refractive indices also decrease linearly with pressure to about 4 kbar with slopes of -1.37\ifmmode\times\else\texttimes\fi{}${10}^{\ensuremath{-}3}$, -0.25\ifmmode\times\else\texttimes\fi{}${10}^{\ensuremath{-}3}$, and -0.35\ifmmode\times\else\texttimes\fi{}${10}^{\ensuremath{-}3}$ ${\mathrm{kbar}}^{\ensuremath{-}1}$, respectively. Above 4 kbar both the refractive indices of these crystals decrease nonlinearly with pressure as well as with strain, indicating the influence of the second-order piezo-optic coefficients. On release of pressure, no hysteresis effects were noticed, indicating that the above nonlinear piezo-optic behavior occurs in the elastic region. Finally, the results are interpreted according to Mueller's theory of photoelasticity.