Such a being would need to wear an oxygen mask to breathe on Earth at sea level
An outrageous simplification is that your alien's homeworld sea level atmospheric pressure is 10 bar. This is outrageous because a LOT goes into atmospheric pressure, not just gravity, and you have not provided enough information to correctly calculate the atmospheric pressure on your planet. So, I'm assuming just as it's 10X gravity, it's also 10X pressure.
And this is worth a side note. Neither man nor alien doth dive by gravity alone. The equation is much more complicated than that. Indeed, I feel comfortable saying that gravity is only a minor component of the issue, but let's roll with what we've got.
10% of atmospheric pressure on Earth (0.1 bar) happens at about 20 Km in altitude. Mount Everest is only 8.8 Km, and it's a rare person who can obtain the summit without an oxygen mask, and nobody can stay there without one (it's more complicated than that... they need to get back to the last camp before sunset for a lot of reasons, temperature being only one of them).
So, you're alien is standing on the California coast, feeling very uncomfortable in the low pressure, and hating every moment of breathing in his exosuit — which he needs to keep from suffering low-pressure bruising and other nasty affects of not having the proper pressure on his/her skin.1
He needs to be 0.1 Km underwater just to breathe comfortably
Diving to 99.55 m (call it 0.1 Km for ease-of-use) gives us an equivalent atmospheric pressure in seawater. He needs scuba gear,2 but at least he can breathe easily. Like Aquaman,3 he's very comfortable at this depth — other than it's hard to see.4 Artificial lights are your friend.
So, how low can he go?
Ahmed Gabr holds the world scuba diving record at 332.35 m (oh, call it 0.3 Km). Using that link above for pressure, 0.3 Km is a whopping 30.14 bar! That's 30X the "baseline" pressure! This suggests5 your alien could handle (if he was world-record material, we'll get to that momentarily) 300 bar.6
That happens on Earth at 2,986 meters below sea level. Let's call it 3 Km.
What if we're not world-record material?
To be honest, though, that feels like it stretches credibility. No matter how well you set up the science of your story, people need to suspend their disbelief — and that feels like it stretches it mighty thin. But, we're not all world-record holders, either.
I'm comfortable believing your average alien can dive to 1.0 Km oceanic depth.7
In an emergency, I'm comfortable believing your average alien could hit 1.5 Km.
If your alien is exceptionally athletic and very practiced in deep diving, I'm comfortable believing 2.0 Km.8
1 Remember, he's/she's/it's designed to keep the blood in against 10 bar. Standing on that beach... his/her blood really wants to get out. Oh, yes... it wants to get out something awful. It's the difference between submarines and space ships. But that's a story for another day.
2 Because, unlike Aquaman, your alien doesn't have gills. At least you haven't mentioned gills, so I'm going for broke on this one.
3 Except for the gills....
4 * Even Aquaman can't see at those depths, no matter what Marvel comics says.
5 This is where I make the most wild supposition in my entire thought experiment. Just because our world-record holder can withstand 30X doesn't mean your alien can. There is a horrific number of variables actually in play, and we're only dealing with a handful. So, the goal here isn't 100% scientific accuracy (thank you for not using the hard-science tag), but believability.
7 This assumes your alien has the physical strength to swim straight down 1.0 Km. Or, perhaps more accurately, to swim back up. Or to carry the equipment to get to that depth and stay there for any relevant length of time. Just because he/she can withstand that depth doesn't mean he/she can actually get there. That's a long distance underwater.
8 Which is still above the 11 Km world-record holding dive by the Bathyscaphe Triest, so we shouldn't need Dr. Who to save us from what are most certainly Sea Devils. Cheers.