We measured the size- and shape-dependent compressibility of the TiO2 anatase nanoparticles using monochromatic synchrotron X-ray powder diffraction and high-pressure diamond-anvil cell techniques. Compared to the bulk anatase sample, the rice-shaped (3.8 × 5.0 nm) and the rod-shaped (3.5 × 21.0 nm) anatase nanoparticles exhibit reduced and enhanced bulk modulus, respectively, ranging between 204(8) and 319(20) GPa. The Williamson−Hall plot analysis of the measured diffraction data from the bulk sample shows that the pressure-dependent increase of the microscopic strain is isotropic, whereas the Strokes−Wilson profile analyses on the two resolved Bragg peaks from the anatase nanoparticles reveal anisotropic distribution and evolution of the relative strain. This might be attributed to the higher c-axial compressibility and also to the higher population contrast of the hard TiO6 and soft O6 octahedra in the nanoparticle samples compared to the bulk sample.