Abstract: MoSe2 is a promising candidate for tunable near-infrared photodetectors owing to its band gap alignment with optical fiber communication windows. We combine diamond anvil cell techniques with density functional theory calculations to investigate pressure-induced structural evolution and optoelectronic modulation in MoSe2. X-ray diffraction and Raman spectroscopy confirm that the hexagonal 2H phase remains stable up to 10 GPa, exhibiting pronounced anisotropic compression: the c-axis compressibility is approximately three times that of the a-axis. Infrared reflectivity spectra show a monotonic increase in reflectance with pressure, indicating a bandgap narrowing trend. First-principles calculations reveal a pressure-driven downward shift of the conduction band minimum, with the band gap narrowing linearly from 1.24 eV at ambient pressure to 0.77 eV at 4 GPa and optical absorption being enhanced. Photocurrent increases progressively from 0.4 to 3.9 GPa, peaking at approximately twice the ambient value before vanishing at 4.3 GPa due to overwhelming dark current. The consistency between theoretical predictions and experimental observations elucidates the electronic origin of the pressure-tuned optoelectronic response, providing a foundation for MoSe2-based pressure-modulated spectral devices.