Energy band structures under pressure of calcium selenide (CaSe) were calculated using the plane-wave pseudopotential code CASTEP. The results show a progressive transition from a direct to an indirect gap semiconductor at a pressure of about 2 GPa, in the B1 phase. An insulator-conductor change was also observed at 70 GPa, in the B2 phase. Concerning CaSe, these two results could not be evidenced in previous literature. Hence, our work is a first attempt in this direction.