The pressure dependence of the first-order Raman peak and two second-order Raman features of ThO₂ crystallizing in the fluorite-type structure is investigated using a diamond anvil cell, up to 40GPa. A phase transition from the fluorite phase is observed near 30 GPa as evidenced by the appearance of seven new Raman peaks. The high pressure phases of ThO₂ and CeO₂ exhibit similar Raman features and from this it is believed that the two structures are the same, and have the PbCl₂-type structure. The pressure dependence dω/dP of the observed phonons and their mode Grüneisen parameters are similar to the isostructural CeO₂. The observed second-order Raman features are also identified from the calculated phonon dispersion curves for ThO₂.