GZIP compression not working

Hi, I have a few sites hosted on the same VPS and have installed hummingbird. The GZIP compression is not working on one of the sites but it is fine on the others. They all have the same deflate settings.

I'm getting this error for HTML files:
Your server may not have the "deflate" module enabled (mod_deflate for Apache, ngx_http_gzip_module for NGINX)

The CSS and JS compression still seem to work. Any ideas?

Thanks
Chris