Two-dimensional (2D) colloidal anisotropic CdSe nanoplatelets (NPLs) have attracted a great deal of attraction within recent years. Their strong thickness-dependent absorption and emission spectra exhibit significant differences from those of other shaped CdSe nanocrystals (NCs) due to a unique atomically flat morphology. Based on their dielectric confinement effect and the large confinement energy, the 2D CdSe NPLs exhibit the best characteristics of optical and electronic properties as compared to the other CdSe nanocrystallite ensembles. Here, we systematically investigate the in situ high-pressure photoluminescence (PL), absorption, and time-resolved PL spectroscopy of CdSe NPLs with different thicknesses. The pressure-dependent optical behaviors of these NPLs exhibit several remarkable differences compared with those of other shaped CdSe NCs such as a higher phase transition pressure, irreversible PL and absorption spectra after the release of pressure, a narrower tunable range of absorption and PL peak energies, and minor changes in the ranges of PL decay time with increasing pressure. These phenomena and results are attributed to their unique geometric shape and distinctive soft ligand bonding on the surface.