The photoluminescence (PL) and Raman spectra of the Cs2ZrCl6 crystal over a wide range of pressures were studied in this work for the first time. PL measurements were performed up to 10 GPa, while the Raman spectra were measured up to 20 GPa. The PL data revealed a linear blue shift of the emission maximum from about 2.5 eV at ambient pressure to 3.1 eV at 5 GPa and a strong intensity quenching. The indirect-to-direct bandgap transition at about 5 GPa, a phenomenon previously predicted only theoretically, was used to explain the strong quenching of the PL. This model was confirmed by fitting PL intensity data and analysis of the PL decay kinetics, which exhibited a shortening of the pulse decay time with the increasing pressure. Raman spectra confirmed the stability of Cs2ZrCl6 up to 20 GPa and showed no evidence of pressure-induced structural phase transitions. An energetic scheme of excitonic levels, which takes into account the indirect-to-direct bandgap transition, was proposed to explain the rapid PL quenching with increasing pressure.