Ca9R(VO4)7 (R = rare earth) multicomponent oxides of a whitlockite-related structure are under consideration for applications in optoelectronics. In this work, the Czochralski-grown Ca9R(VO4)7 crystals were investigated as a function of pressure by powder X-ray diffraction and single-crystal Raman spectroscopy. The diffraction experiments were performed at the ALBA synchrotron under pressures ranging up to 9.22(5), 10.7(1), and 8.55(5) GPa for R = La, Nd, and Gd, respectively, to determine the third order equation of state (EOS) parameters. Fitting of the Birch-Murnaghan EOS provided the isothermal bulk moduli K0 = 63(4), 63(2), and 61(5) GPa for these three orthovanadates. These values are apparently lower than that reported for structurally related tricalcium vanadate Ca3(VO4)2. The compressibility anisotropy was observed; the lattice is markedly stiffer in [001] than in [100] direction. For Ca9Nd(VO4)7, the variation of the diffractograms just above 10 GPa provides an indication on the beginning of amorphization process; during pressure release the whitlockite-like structure is recovered. Raman spectroscopy measurements for single crystals of the above-mentioned rare-earth vanadates and Ca9Y(VO4)7 were performed (the maximum pressures achieved were 16.3(1), 21.2(1), 15.3(1), and 18.6(1) GPa for R = Y, La, Nd, and Gd, respectively). These measurements reveal a partially reversible phase transition interpreted as amorphization, with an onset at the pressure of ∼9-10 GPa, characterized by broadening of the peaks and their shift to lower energies.