Using small-angle X-ray scattering (SAXS) and tryptophan fluorescence spectroscopy, we have identified multiple compact denatured states of a series of T4 lysozyme mutants that are stabilized by high pressures. Recent studies imply that the mechanism of pressure denaturation is the penetration of water into the protein rather than the transfer of hydrophobic residues into water. To investigate water penetration and the volume change associated with pressure denaturation, we studied the solution behavior of four T4 lysozyme mutants having different cavity volumes at low and neutral pH up to a pressure of 400 MPa (0.1 MPa = 0.9869 atm). At low pH, L99A T4 lysozyme expanded from a compact folded state to a partially unfolded state with a corresponding change in radius of gyration from 17 to 32 A. The volume change upon denaturation correlated well with the total cavity volume, indicating that all of the molecule's major cavities are hydrated with pressure. As a direct comparison to high-pressure crystal structures of L99A T4 lysozyme solved at neutral pH [Collins, M. D., Hummer, G., Quillin, M. L., Matthews, B. W., and Gruner, S. M. (2005) Proc. Natl. Acad. Sci. U.S.A. 102, 16668-16671], pressure denaturation of L99A and the structurally similar L99G/E108V mutant was studied at neutral pH. The pressure-denatured state at neutral pH is even more compact than at low pH, and the small volume changes associated with denaturation suggest that the preferential filling of large cavities is responsible for the compactness of the pressure-denatured state. These results confirm that pressure denaturation is characteristically distinct from thermal or chemical denaturation.