High pressure synchrotron X-ray diffraction measurements on CaZrO3 were carried out in a diamond anvil cell up to 50.1 GPa at room temperature. It was found that the orthorhombic phase can be stable up to 30 GPa. A new pressure-induced phase transition was observed in CaZrO3 beyond 30 GPa. The high pressure structure of CaZrO3 was determined to be a monoclinic phase which is distinct from the high pressure structures that were previously reported for other perovskite oxides. Upon release of pressure, the high pressure phase transforms into the initial orthorhombic phase. A fit of the compression data to the third-order Birch-Murnaghan equation of state yields a bulk modulus K-0 of 193(14) GPa. We propose that the unique distorted structure probably plays a crucial role in the high pressure behavior of CaZrO3. Especially, the distinct phase transformation may be related to the rotation or tilting of the ZrO6 octahedra.