In this article, we review the advances that have been made on the understanding of the high-pressure (HP) structural, vibrational, and electronic properties of wolframite-type oxides since the first works in the early 1990s. Mainly tungstates, which are the best known wolframites, but also tantalates and niobates, with an isomorphic ambient-pressure wolframite structure, have been included in this review. Apart from estimating the bulk moduli of all known wolframites, the cation-oxygen bond distances and their change with pressure have been correlated with their compressibility. The composition variations of all wolframites have been employed to understand their different structural phase transitions to post-wolframite structures as a response to high pressure. The number of Raman modes and the changes in the band-gap energy have also been analyzed in the basis of these compositional differences. The reviewed results are relevant for both fundamental science and for the development of wolframites as scintillating detectors. The possible next research avenues of wolframites under compression have also been evaluated.