We have studied cubanite, CuFe2S3 (orthorhombic, space group Pcmn, a = 6.46, b = 11.10, c = 6.22 angstrom), using single-crystal X-ray diffraction in a diamond-anvil cell at room temperature from 0 to 3.68 GPa. Refinements were performed at 0, 1.76, and 3.59 GPa, and cell parameters were measured at 20 pressures up to 3.68 GPa. The linear compressibilities of the a, b, and c crystal axes are 0.00513(5), 0.00479(5), and 0.00575(4) GPa-1, respectively. Compressibility data were fitted to a Birch-Murnaghan equation of state with parameters K0 = 55.3 +/- 1.7 GPa with K0' constrained to be 4. High-pressure refinement data indicate that the principal response of the crystal structure to compression is a reduction in Cu-S bond lengths, whereas Fe-S bond lengths remain essentially unchanged. Results are compared to bulk moduli and polyhedral bulk moduli of other sulfides.