pg_basebackup currently doesn't allow compressed tar to stdout.  That
should be added to make the interface consistent, and specifically to
allow common idoms like

pg_basebackup -Ft -z -D - | ssh tar -x -z -f -

Small patch attached.
diff --git i/doc/src/sgml/ref/pg_basebackup.sgml w/doc/src/sgml/ref/pg_basebackup.sgml
index 8a7b833..32fa9f8 100644
--- i/doc/src/sgml/ref/pg_basebackup.sgml
+++ w/doc/src/sgml/ref/pg_basebackup.sgml
@@ -174,8 +174,7 @@ PostgreSQL documentation
       <listitem>
        <para>
         Enables gzip compression of tar file output. Compression is only
-        available when generating tar files, and is not available when sending
-        output to standard output.
+        available when using the tar format.
        </para>
       </listitem>
      </varlistentry>
diff --git i/src/bin/pg_basebackup/pg_basebackup.c w/src/bin/pg_basebackup/pg_basebackup.c
index 1f31fe0..713c3af 100644
--- i/src/bin/pg_basebackup/pg_basebackup.c
+++ w/src/bin/pg_basebackup/pg_basebackup.c
@@ -261,7 +261,20 @@ ReceiveTarFile(PGconn *conn, PGresult *res, int rownum)
 		 * Base tablespaces
 		 */
 		if (strcmp(basedir, "-") == 0)
-			tarfile = stdout;
+		{
+			if (compresslevel > 0)
+			{
+				ztarfile = gzdopen(dup(fileno(stdout)), "wb");
+				if (gzsetparams(ztarfile, compresslevel, Z_DEFAULT_STRATEGY) != Z_OK)
+				{
+					fprintf(stderr, _("%s: could not set compression level %i: %s\n"),
+							progname, compresslevel, get_gz_error(ztarfile));
+					disconnect_and_exit(1);
+				}
+			}
+			else
+				tarfile = stdout;
+		}
 		else
 		{
 #ifdef HAVE_LIBZ
@@ -384,7 +397,12 @@ ReceiveTarFile(PGconn *conn, PGresult *res, int rownum)
 				}
 			}
 
-			if (strcmp(basedir, "-") != 0)
+			if (strcmp(basedir, "-") == 0)
+			{
+				if (ztarfile)
+					gzclose(ztarfile);
+			}
+			else
 			{
 #ifdef HAVE_LIBZ
 				if (ztarfile != NULL)
@@ -1076,14 +1094,6 @@ main(int argc, char **argv)
 				progname);
 		exit(1);
 	}
-#else
-	if (compresslevel > 0 && strcmp(basedir, "-") == 0)
-	{
-		fprintf(stderr,
-				_("%s: compression is not supported on standard output\n"),
-				progname);
-		exit(1);
-	}
 #endif
 
 	/*
-- 
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