We have measured the Hall effect of the single crystalline CeAl2 under high pressure up to 3 GPa. An anomalous Hall effect was observed at high pressures. The Hall coefficient R-H at 0.1 GPa is positive (R-H similar to 1.7 x 10(-9) m(3)/As). It decreases smoothly with increasing pressure below 2 GPa, but rapidly above 2 GPa. The sign of the Hall coefficient is found to change from positive to negative as pressure increases. These results suggest a pressure-induced crossover in the electronic state around 2.7 GPa.