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The pressure-induced phase transitions in nanostructured SnSe were investigated using angle-dispersive X-ray diffraction in a synchrotron source along with first-principles density functional theory (DFT) calculations. The variation of the cell parameters along with enthalpy calculations for pressures up to 18 GPa have been considered. Both the experimental and the theoretical approaches demonstrate a phase transition at around 4 GPa. Below 8.2 GPa the X-ray diffraction patterns were fitted using the Rietveld method with space group Pnma (No. 62). The lattice parameters and atomic positions for the above-mentioned symmetry were used in DFT calculations of thermodynamic parameters. The enthalpy calculations with the computationally optimized structure and the proposed Pnma structure of SnSe were compatible. The variations of the cell volume for the high-pressure phases are described by a third-order Birch–Murnaghan equation of state.