Based on density functional theory (DFT), the structural and physical properties of NaCaZ (Z==N, P, As) half-Heusler (HH) semiconductor materials have been studied under pressure up to 20GPa. The ground state results show that the NaCaZ are chemically stable in αα-phase structure and exhibit semiconducting behavior with an indirect bandgap. The optical parameters like the real and imaginary components of complex dielectric function, the absorption coefficient and refractive index are investigated and discussed. The obtained results show that NaCaZ have low value of reflectivity and high absorption coefficient in low ultraviolet and visible regions and exhibit small changes under pressure. Pressure-based elastic constants and their derivative parameters show that NaCaZ are mechanically stable and have brittle nature. Above 10GPa, NaCaP and NaCaAs have ductile nature. The phonon dispersions calculations with pressure show that NaCaN and NaCaP are dynamically stable, in contrast, NaCaAs is dynamically unstable at ambient pressure. Above 10GPa, the studied compounds are dynamically stable. The mechanically, dynamically stable with low reflectivity and high absorption coefficient in the low ultraviolet and visible regions make these materials more promising as absorbers of solar cells, optoelectronic and 2D applications.