We investigate the size-density relation of H ii regions in blue compact dwarf galaxies (BCDs) by compiling observational data of their size (Di) and electron density (ne). We find that the size-density relation follows a relation with constant column density (ne ∝ Di−1) rather than with constant luminosity (ne ∝ Di−1.5). Such behavior resembles that of Galactic H ii regions, and may imply an underlying “scale-free” connection. Because this size-density relation cannot be explained by static models, we model and examine the evolution of the size-density relation of H ii regions by considering the star formation history and pressure-driven expansion of H ii regions. We find that the size-density relation of the entire BCD sample does not result from an evolutionary sequence of H ii regions but rather reflects a sequence with different initial gas densities (or “hierarchy” of density). We also find that the dust extinction of ionizing photons is significant for the BCD sample, despite their blue optical colors. This means that as long as the emission from H ii regions is used to trace massive star formation, we would miss the star formation activity in dense environments even in low-metallicity galaxies such as BCDs.