An X-ray diffraction study has been carried out on boron nitride multi-walled nanotubes up to 19.1 GPa. The fit to the unit cell volumes yields a zero pressure bulk modulus K-0 = 34.9 +/- 1 GPa and its pressure derivative K-0' = 5.9 +/- 0.3. The compression is highly anisotropic, with the intertube-axis being close to 19 times more compressible than the a-axis. At the highest pressure the diffraction peaks were present even though they were weak and broad, which is in contrast to previous high-pressure Raman results. (C) 2008 Elsevier B. V. All rights reserved.