Theoretical and experimental methods have been conducted to study the high‐pressure structures of CaWO4, which have never been definitely determined during the past decades. By using the CALYPSO method, in addition to the previously known tetragonal scheelite structure (I41/a), monoclinic fergusonite structure (I2/a), and the orthorhombic structure (Cmca) predicted by previous works, we have found two other new phases of CaWO4 at higher pressure: monoclinic P21/c and P21/m structures. Although the P21/c structure has the lowest energy (above 26.0 GPa), synchrotron‐radiation‐based X‐ray diffraction measurements show that only the P21/m structure stably exists above 38.0 GPa. The kinetical hindrance of P21/c structure formation in the experiment has been attributed to its larger W‐O coordination number than that of the P21/m structure at high pressure.