The extremely large magnetoresistance (XMR) in nonmagnetic semimetals has inspired growing interest owing to both intriguing physics and potential applications. We report results of synchrotron X-ray diffraction (SXRD) and electrical transport measurements on TaAs2 under pressure up to ~ 37 GPa, which revealed an anisotropic compression of the unit cell, formation of unusual As-As bonds above 9.5 GPa, and enhancement of metallicity. Interestingly, the MR of TaAs2 under pressure changed gently,

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... hich at 1.7 GPa is 96.6% and at 36.6 GPa is still 36.7%. The almost robust MR under pressure could be related to the nearly stable electronic structure unveiled by the ab initio calculations. The discovery would expand the potential use of XMR even under high pressure.