The bulk modulus K0 of Al5.1Li3Cu quasi-crystal has been determined on the same sample by three different methods: by X-ray measurements of d-spacings under hydrostatic pressure up to 7 GPa, by strain gauge measurements of sample length up to 7.5 GPa and with the use of the ultrasonic technique at normal pressure. The values of K0, obtained by the strain gauge ((57.2 ± 0.6) GPa) and ultrasonic ((58.6 ± 1.2) GPa) methods agree well but they differ strongly from the K0 value, obtained by the X-ray method ((70.5 ± 4.7) GPa). Possible reasons of this discrepancy are discussed. The correctness of the routine procedure, which gives the compressibility of quasi-crystals on the basis of X-ray-determined d-spacings, is discussed.