This is from the nginx documentation.
gzip_vary syntax: gzip_vary on|off default: gzip_vary off context: http, server, location
Enables response header of
"Vary: Accept-Encoding"
. Note that this
header causes IE 4-6 not to cache the content due to a bug (see 2 ).
There if you just add gzip_vary on;
it should do it’s job.
Also make sure you have any one of the directives gzip, gzip_static, or gunzip are active.