We have synthesized monoclinic mercury tungstate (HgWO4) and characterized its structural and vibrational properties at room conditions. Additionally, we report the structural and lattice dynamical behavior of HgWO4 under high pressure studied by means of x-ray diffraction and Raman-scattering measurements up to 16 GPa and 25 GPa, respectively. The pressure dependence of the structural parameters and Raman-active first-order phonons of monoclinic C2/c HgWO4 are discussed in the light of our theoretical first-principles total-energy and lattice dynamics calculations. Our measurements show that the monoclinic phase of HgWO4 is stable up to the maximum pressure reached in these experiments. Theoretically predicted possible high-pressure phases and the theoretical pressure dependence of infrared-active modes are also reported.