Compact protoplanetary disks with a radius of ≲50 au are common around young low-mass stars. We report high-resolution ALMA dust continuum observations toward a compact disk around CW Tau at Bands 4 (λ = 2.2 mm), 6 (1.3 mm), 7 (0.89 mm), and 8 (0.75 mm). The spectral energy distribution shows the spectral slope of 2.0 ± 0.24 between 0.75 and 1.3 mm, while it is 3.7 ± 0.29 between 2.17 and 3.56 mm. The steep slope between 2.17 and 3.56 mm is consistent with that of optically thin emission from small grains (≲350 μm). We perform parametric fitting of the ALMA data to characterize the dust disk. Interestingly, if the dust-to-gas mass ratio is 0.01, the Toomre Q parameter reaches ∼1–3, suggesting that the CW Tau disk might be marginally gravitationally unstable. The total dust mass is estimated as ∼250 M
⊕ for the maximum dust size of 140 μm that is inferred from the previous Band 7 polarimetric observation and at least 80 M
⊕ even for larger grain sizes. This result shows that the CW Tau disk is quite massive in spite of its smallness. Furthermore, we clearly identify a gap structure located at ∼20 au, which might be induced by a giant planet. In spite of these interesting characteristics, the CW Tau disk has normal disk luminosity, size, and spectral index at ALMA Band 6, which could be a clue to the mass budget problem in Class II disks.