K,Na-exchanged stellerite |K6.35Na1.53(H2O)25|[Al7.89Si28.11O72], space group F2/m, a = 13.6212(5) Å, b = 18.1589(7) Å, c = 17.8495(5) Å, β = 90.202(3)°, V = 4415.0(3) Å3, Z = 2, is studied by single-crystal X-ray diffraction under ambient conditions and upon compression to 3.5 GPa in water-containing penetrating and non-penetrating (paraffin) media. A specific property of the structure of the K,Na-exchanged form is a vacancy at the site that is occupied by Ca2+ cations in initial stellerite. The cations are distributed over six main positions with a local coordination 7–10 for K+ and 5 for Na+. The compression of K,Na-exchanged stellerite in the 4:1 ethanol:water mixture causes its additional hydration: initially, due to the occupation of partially vacant H2O sites and then, upon further compression, due to the occupation of initially vacant positions. The environment of the cations in other positions is not changed substantially in the course of overhydration. The differences in the degree of hydration of the K,Na-exchanged form under compression in penetrating and non-penetrating media are manifested in the characteristics of the compound’s compressibility.