The high-pressure structural behavior of 30 nm nanoparticles of anatase TiO2 was studied under hydrostatic and quasi-hydrostatic conditions up to 25 GPa. We found that the structural sequence is not sensitive to the use of different pressure transmitting media. Anatase-type nanoparticles exhibit a phase transition beyond 12 GPa toward a baddeleyite-type structure. Under decompression this phase transition is irreversible, and a metastable columbite-type structure is recovered at ambient conditions. The bulk modulus of anatase-type nanoparticles was determined confirming that nanoparticles of TiO2 are more compressible than bulk TiO2. Similar conclusions were obtained after the determination of the bulk modulus of baddeleyite-type nanoparticles. Furthermore, axial compressibilities and the effect of pressure in atomic positions, bond distances, and bond angles are determined. Finally, a possible physical explanation for the destabilization of anatase under pressure is proposed based upon this information.