We investigate the pressure dependence of the optical properties of CeTe3, which exhibits an incommensurate charge-density-wave (CDW) state already at 300 K. Our data are collected in the midinfrared spectral range at room temperature and at pressures between 0 and 9 GPa. The energy for the single particle excitation across the CDW gap decreases upon increasing the applied pressure, similarly to the chemical pressure by rare-earth substitution. The broadening of the bands upon lattice compression removes the perfect nesting condition of the Fermi surface and therefore diminishes the impact of the CDW transition on the electronic properties of RTe3.