diff --git a/src/delete.c b/src/delete.c
index 8a2a4ba4..d82c49c3 100644
--- a/src/delete.c
+++ b/src/delete.c
@@ -321,7 +321,7 @@ delete_walfiles(XLogRecPtr oldest_lsn, TimeLineID oldest_tli)
 		while (errno = 0, (arcde = readdir(arcdir)) != NULL)
 		{
 			/*
-			 * We ignore the timeline part of the XLOG segment identifiers in
+			 * We ignore the timeline part of the WAL segment identifiers in
 			 * deciding whether a segment is still needed.  This ensures that
 			 * we won't prematurely remove a segment from a parent timeline.
 			 * We could probably be a little more proactive about removing
@@ -332,10 +332,13 @@ delete_walfiles(XLogRecPtr oldest_lsn, TimeLineID oldest_tli)
 			 * decide which ones are earlier than the exclusiveCleanupFileName
 			 * file. Note that this means files are not removed in the order
 			 * they were originally written, in case this worries you.
+			 *
+			 * We also should not forget that WAL segment can be compressed.
 			 */
 			if (IsXLogFileName(arcde->d_name) ||
 				IsPartialXLogFileName(arcde->d_name) ||
-				IsBackupHistoryFileName(arcde->d_name))
+				IsBackupHistoryFileName(arcde->d_name) ||
+				IsCompressedXLogFileName(arcde->d_name))
 			{
 				if (XLogRecPtrIsInvalid(oldest_lsn) ||
 					strncmp(arcde->d_name + 8, oldestSegmentNeeded + 8, 16) < 0)
diff --git a/src/pg_probackup.h b/src/pg_probackup.h
index 743e670f..1a1e6f17 100644
--- a/src/pg_probackup.h
+++ b/src/pg_probackup.h
@@ -267,6 +267,11 @@ typedef struct
 #define XLogDataFromLSN(data, xlogid, xrecoff)		\
 	sscanf(data, "%X/%X", xlogid, xrecoff)
 
+#define IsCompressedXLogFileName(fname) \
+	(strlen(fname) == XLOG_FNAME_LEN + strlen(".gz") &&			\
+	 strspn(fname, "0123456789ABCDEF") == XLOG_FNAME_LEN &&		\
+	 strcmp((fname) + XLOG_FNAME_LEN, ".gz") == 0)
+
 /* directory options */
 extern char	   *backup_path;
 extern char		backup_instance_path[MAXPGPATH];