  NaFe$_2$As$_2$ is investigated experimentally using powder x-ray diffraction
and Raman spectroscopy at pressures up to 23 GPa at room temperature and using
ab-initio calculations. The results reveal a pressure-induced structural
modification at 4 GPa from the starting tetragonal to a collapsed tetragonal
phase. We determined the changes in interatomic distances under pressure that
allowed us to connect the structural changes and superconductivity. The
transition is related to the formation of interlayer As-As bonds at the expense
of weakening of Fe-As bonds in agreement with recent theoretical predictions.
