High-pressure synchrotron X-ray powder diffraction experiments were performed on natural illite (K0.65Al2(Al0.65Si3.35)O10(OH)2) using diamond anvil cell (DAC) under two different pressure transmitting media (PTM), i.e., water and ME41 (methanol:ethanol = 4:1 by volume). When using water as PTM, occasional heating was applied up to about 250℃ while reaching pressure up to 2.7 GPa in order to promote both hydrostatic conditions and intercalation of water molecules into the layer. When using ME41, pressure was reached up to 6.9 GPa at room temperature. Under these conditions, illite did not show any expansion of interlayer distance or phase transitions. Pressure-volume data were used to derive bulk moduli (K0) of 45(3) GPa under water and 51(3) GPa under ME41 PTM. indicating no difference in compressibility within the analytical error. Linear compressibilities were then calculated to be βa = 0.0025, βb = 0.0029, βc = 0.0144 under ME41 PTM showing the c-axis is ca. six times more compressible than a- and b-axes. These elastic behaviors of illite were compared to muscovite, one of its structural analogues.