  We investigate the pressure dependence of the optical properties of CeTe$_3$,
which exhibits an incommensurate charge-density-wave (CDW) state already at 300
K. Our data are collected in the mid-infrared spectral range at room
temperature and at pressures between 0 and 9 GPa. The energy for the single
particle excitation across the CDW gap decreases upon increasing the applied
pressure, similarly to the chemical pressure by rare-earth substitution. The
broadening of the bands upon lattice compression removes the perfect nesting
condition of the Fermi surface and therefore diminishes the impact of the CDW
transition on the electronic properties of $R$Te$_3$.
