Protein dynamics is a basis for understanding the principles of constructing three-dimensional structures and the structure-function relationship of proteins. A novel measure of the flexibility of protein in water is compressibility because it is directly linked to the volume fluctuation. It is known that the adiabatic compressibility sensitively reflects the structural characteristics of proteins although it is a thermodynamic quantity. This article is a review of recent studies on the compressibility-structure relationship of native globular proteins.