Depressurizing a gas hydrate reservoir to extract methane induces high effective stresses that act to compress the reservoir. Predicting whether a gas hydrate reservoir is viable as an energy resource requires enhanced understanding of the reservoir’s compressibility and susceptibility to particle crushing in response to elevated effective stress because of their impact on the long-term permeability and geomechanical stability of the reservoir. This study investigates physical and geomechanical properties of natural sediments with and without tetrahydrofuran (THF) hydrate subjected to high effective stresses of up to 25 MPa. Experimental results show the stiffness of hydrate-free sediments is mainly governed by the stress state and history, while the stiffness of hydrate-bearing sediments reflects both the grain supporting nature of the interconnected hydrate phase and stress effects. The Poisson’s ratio of hydrate-bearing sediments at low stresses is dominated by the Poisson’s ratio of the interconnected pore-filling phases, and dominated at high stresses by elastic properties of both the skeleton and pore-filling phases. The stress-void ratio responses of hydrate-bearing sediments above the pre-consolidation stress yields a slightly convex-downward trend, suggesting compressibility is influenced by the stiffness of THF hydrate and sediment grains rather than only by void space reduction. The shape of the compression index (Cc) trend may be attributed to an increasing effective gas hydrate saturation as the total pore volume decreases under loading. The results also show that the presence of THF hydrate in sediments can mitigate particle crushing by suppressing particle rearrangement and supporting a portion of the load that would otherwise have to be carried by the sediment. Therefore, the loss of hydrate crystals during gas production may exacerbate sand crushing.