http/0.9 didn't have any headers, and so couldn't support compression.
On the other hand, http/1.0 (rfc1945, May 1996) already had that support. It was already on draft-00 (as
Content-Encoding: x-gzip), dated November 28, 1994.
Do note that HTTP/1.0 was first implemented, then published as an informational RFC. See one of the first messages on the working group.
This 1992 version of HTTP already included Content-Encoding (despite the title, I suspect the page contents might reflect a later year than 1992, though)
First version of gzip program (gzip 0.1) was first publicly released on 31 October 1992, and version 1.0 followed in February 1993. (Wikipedia)
Thus, compression support must have been added to http around 1992-1993.
Of note, NCSA Mosaic (started around those dates) doesn't support Content-Encoding header.
Since Content-Encoding is a negotiated header in HTTP, it is transparent, as soon as clients started using HTTP/1.0 the servers would have started compressing responses when they could (i.e. almost on every static file they served).