You have 2 choices.
Choice 1:
Use SuperCache --> Advanced --> Miscellaneous --> Compress pages so they’re served more quickly to visitors [select]
Then test: Is it gzipped?
If this doesn't work then use choice 2:
Add the following code your .htaccess file in the root directory of your site (access the file using and FTP client such as Filezilla, cPanel, or whatever file manager your host provides) (take a backup of the file first):
# GZIP COMPRESSION
<IfModule mod_deflate.c>
AddOutputFilterByType DEFLATE text/html text/plain text/xml application/xml application/xhtml+xml text/css text/javascript application/javascript application/x-javascript image/x-icon
</IfModule>
Then check again: Is it gzipped?