The effect of crystallization water on the structural and electrical properties of CuWO4 under high pressure has been investigated by in situ X-ray diffraction and alternating current impedance spectra measurements. The crystallization water was found to be a key role in modulating the structural stability of CuWO4 at high pressures. The anhydrous CuWO4 undergoes two pressure-induced structural transitions at 8.8 and 18.5 GPa, respectively, while CuWO4·2H2O keeps its original structure up to 40.5 GPa. Besides, the crystallization water makes the electrical transport behavior of anhydrous CuWO4 and CuWO4·2H2O quite different. The charge carrier transportation is always isotropic in CuWO4·2H2O, but anisotropic in the triclinic and the third phase of anhydrous CuWO4. The grain resistance of CuWO4·2H2O is always larger than that of anhydrous CuWO4 in the entire pressure range. By analyzing the relaxation response, we found that the large number of hydrogen bonds can soften the grain characteristic frequency of CuWO4·2H2O over CuWO4 by one order of magnitude.