Jahn-Teller (JT) distorted CuII-containing compounds often display interesting structural and functional behaviour upon compression. We use high-pressure X-ray and neutron diffraction to investigate four JT-distorted Prussian blue analogues: Cu[Co(CN)6]0.67, CuPt(CN)6, and ACuCo(CN)6 (A = Rb, Cs), where the first two were studied in both their hydrated and dehydrated forms. All compounds are less compressible than the JT-inactive MnII-based counterparts, indicating a coupling between the electronic and mechanical properties. The effect is particularly strong for Cu[Co(CN)6]0.67, where the local JT distortions are uncorrelated (so-called orbital disorder). This sample amorphises at 0.5 GPa when dehydrated. CuPt(CN)6 behaves similarly to the MnII-analogues, with phase transitions at around 1 GPa and low sensitivity to water. For ACuCo(CN)6, the JT distortions reduce the propensity for phase transitions, although RbCuCo(CN)6 transitions to a new phase (P2/m) around 3 GPa. Our results have a bearing on both the topical Prussian blue analogues and the wider field of flexible frameworks.