Structural changes of argon hydrate were investigated in a pressure range of 0.2 to 6.5 GPa at room temperature using a diamond anvil cell. In-situ X-ray diffractometry and optical microscopy revealed a sequence of three different structures in this pressure-temperature range. Argon hydrate exhibited a well-known cubic structure II at the pressure range of 0.2 to 0.6 GPa. At 0.7 GPa the cubic structure II transformed into a tetragonal phase. At 1.1 GPa, the tetragonal phase further transformed into a body-centered orthorhombic phase, which survived pressures up to 6.0 GPa. At pressures higher than 6.1 GPa, the orthorhombic phase decomposed into solid argon and ice VII. Structural analysis showed that the tetragonal structure observed was composed of two 14-hedra occupying two argon atoms in a unit cell, which was very similar to the tetragonal structure reported in previous literature. The body-centered orthorhombic structure observed was explained as a "filled-ice" structure, a newly reported structure in a water-methane system at high pressure. These results showed that the cubic structure II of argon hydrate was transformed, by way of a tetragonal cage structure, into just such a "filled-ice" structure.