We report detailed optical studies of BaWO4:Ce and BaWO4:Ce,Na single crystals. The material does not emit any luminescence at ambient pressure under near-UV (325 nm) excitation. Efficient green light is emitted only at high pressure (HP) and low temperature (LT). The luminescence is of excitonic character, since the lowest Ce3+ 5d level is degenerate with the conduction band also under hydrostatic pressures. To explain these phenomena, absorption measurements were made together with powder X-ray diffraction (XRD) and confocal micro-Raman and Fourier transform infrared (FTIR) spectroscopy. Raman experiments confirm the existence of a metastable phase, induced by certain nonhydrostatic conditions, before the reversible transition at a high-pressure range above 9 GPa, where efficient photoluminescence (PL) occurs. Although the phase transition is reversible, it proceeds with a prominent hysteresis observed in luminescence and Raman experiments. FTIR focuses on the existence of Ce3+ multisites observed during LT measurements.