This was a feature request for 5.x. Then it was supposed to be added with 6.x. But that didn’t happen. Should be there with 7.x. If you’re tired of waiting you can easily add it yourself. Just follow this step by step guide. Requires Apache, .htaccess, mod_rewrite, and about 5 minutes of your time. Saves 50% in extreme cases, 35% in typical cases.

Tags: How to GZip Drupal 6.x's aggregated CSS and JS files