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(Mg, Fe, Al)(Si, Al)O3 bridgmanite is the most abundant mineral of Earth′s lower mantle. Al is incorporated in the crystal structure of bridgmanite through the Fe3+AlO3 and AlAlO3 charge coupled (CC) mechanisms, and the MgAlO2.5 oxygen vacancy (OV) mechanism. Oxygen vacancies are believed to cause a substantial decrease of the bulk modulus of aluminous bridgmanite based on first‐principles calculations on the MgAlO2.5 end‐member. However, there is no conclusive experimental evidence supporting this hypothesis due to the uncertainties on the chemical composition, crystal chemistry, and/or high‐pressure behavior of samples analyzed in previous studies. Here, we synthesized high‐quality single crystals of bridgmanite in the MgO–AlO1.5–SiO2 system with different bulk Al contents and degrees of CC and OV substitutions. Suitable crystals with different compositions were loaded in resistively heated diamond anvil cells and analyzed by synchrotron X‐ray diffraction at pressures up to approximately 80 GPa at room temperature and 35 GPa at temperatures up to 1,000 K. Single‐crystal structural refinements at high pressure show that the compressibility of bridgmanite is mainly controlled by Al–Si substitution in the octahedral site and that oxygen vacancies in bridgmanite have no detectable effect on the bulk modulus in the compositional range investigated here, which is that relevant to a pyrolytic lower mantle. The proportion of oxygen vacancies in Al‐bearing bridgmanite has been calculated using a thermodynamic model constrained using experimental data at 27 GPa and 2,000 K for an Fe‐free system and extrapolated to pressures equivalent to 1,250 km depth using the thermoelastic parameters of Al‐bearing bridgmanite determined in this study. Plain Language Summary: Earth′s lower mantle, spanning from approximately 660 to 2,890 km depth, is mainly composed of bridgmanite, (Mg, Fe, Al)(Si, Al)O3 with a distorted perovskite‐type structure. In the topmost 500 km of the lower mantle, experiments showed that an MgAlO2.5 oxygen vacancy component may be present in bridgmanite. However, the effect of oxygen vacancies on the thermoelastic properties of bridgmanite is still not well constrained. These parameters are of crucial importance not only to model the thermodynamic stability of bridgmanite components at high‐pressure and high‐temperature but also to calculate the physical properties of lower mantle rocks. Here, we have determined the high‐pressure and high‐pressure‐temperature equations of state of three bridgmanite samples having different concentrations of Al and oxygen vacancies using X‐ray diffraction in diamond anvil cells. These data are complemented by the analysis of the bridgmanite crystal structure as a function of pressure, which revealed that oxygen vacancies have a minor effect on the elastic properties of bridgmanite at concentrations relevant for the lower mantle. Combining our results with experimental data on the stability of bridgmanite in the MgO–AlO1.5–SiO2 system, we have modeled the thermodynamic stability of the MgAlO2.5 component as a function of pressure and bulk Al content. Key Points: The thermal equation of state of Al‐bearing bridgmanite was determined for the first time using single crystalsThe bulk compressibility of Al‐bearing bridgmanite is mostly controlled by Al‐Si substitution in the octahedral siteUsing the obtained equation of state parameters, we modeled the pressure dependency of oxygen vacancies in bridgmanite in MgO–AlO1.5–SiO2 [ABSTRACT FROM AUTHOR]