In this paper, the grain and grain boundary characteristics of pure rutile TiO₂ under pressure are investigated by electrochemical impedance spectroscopy equipped with diamond anvil cell (DAC). Only one semi-circle can be detected under each pressure in a range of 1.4–11.5 GPa. With the pressure increasing, the shape of semi-circle is unchanged, while the size of semi-circle gradually decreases, which can be attributed to the decrease of bulk resistance due to the reduction of band gap under pressure. The absence of grain boundary characteristic in the impedance spectra signifying that Schottky barrier is not present at the grain boundaries. With further increasing pressure, an interesting phenomenon can be observed above 12.7 GPa. The shape of semi-circle is distorted, and exhibits two overlapping semi-circles. The first semi-circle (high frequency) originates from the contribution of bulk, and the second one (low frequency) can be ascribed to the effect of grain boundary. The occurrence of grain boundary semicircle indicates that the aggregation of space charges at the grain boundary. In this case, the phase transformation from rutile to baddeleyite structure occurs, the electric transport mechanism is changed, and new lattice defects are formed. Also, two discontinuous points (11.5 and 15.4 GPa) can be detected in the resistance curve. The remarkable change of resistance occurs at 12.7 GPa which is corresponding to the phase transition from rutile to baddeleyite phase. The occurrence of phase transition leads the new interfacial energy to occur, the total energy of system to increase, and the movement of carriers to impede. Thus, the resistance increases significantly, and the maximum value occurs at 15 GPa. Further analysis indicates that the space charge potential is modified with pressure increasing, implying that the electrical transport properties of TiO₂ are related closely to phase transition. With the pressure increasing from 12.7 to 25.2 GPa, the irregular change of space charge potential can be attributed to the rutile and baddeleyite phase coexisting. When the pressure is higher than 25.2 GPa, the space charge potential is a constant (about 30 mV). According to the investigations, the TiO₂ grain boundary space charge potential under pressure is mainly contributed from two parts: the electrostatic interaction and the elastic interaction.