gzip is not working properly, our server may not have the "deflate" module enabled

I'm getting this error while trying to enable compression:

gzip is not working properly:
- Your server may not have the "deflate" module enabled (mod_deflate for Apache, ngx_http_gzip_module for NGINX)
- Another plugin may be interfering with the configuration
If re-checking and restarting does not resolve, please check with your host or open a support ticket with us.

Please point me in the right direction. Thanks