Am I doing something wrong?  I get the same error in 0.3.8.
I notice that there is a method with signature
read(::HDF5.HDF5Dataset, ::Type{Array{HDF5.HDF5Compound,N}})
but not
read(::HDF5.HDF5Dataset, ::Type{HDF5.HDF5Compound})

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|__/                   |  x86_64-w64-mingw32

julia> using DataFrames

julia> df = DataFrame(A = 1:4, B = ["M", "F", "F", "M"])
4x2 DataFrames.DataFrame
| Row | A | B   |
|-----|---|-----|
| 1   | 1 | "M" |
| 2   | 2 | "F" |
| 3   | 3 | "F" |
| 4   | 4 | "M" |

julia> using HDF5, JLD

julia> file = jldopen("df.jld", "w")
Julia data file version 0.1.0: df.jld

julia> file["df"] = df
4x2 DataFrames.DataFrame
| Row | A | B   |
|-----|---|-----|
| 1   | 1 | "M" |
| 2   | 2 | "F" |
| 3   | 3 | "F" |
| 4   | 4 | "M" |

julia> close(file)

julia> file = jldopen("df.jld", "r")
Julia data file version 0.1.0: df.jld

julia> dump(file)
JLD.JldFile
  plain: HDF5.HDF5File len 4
    _refs: HDF5.HDF5Group len 16
      00000001: HDF5Dataset (2,) : 
[HDF5.HDF5ReferenceObj(0x00000000000015d8),HDF5.HDF5ReferenceObj(0x0000000000002e70)]
      00000002: HDF5Dataset () : ERROR: MethodError: `read` has no method 
matching read(::HDF5.HDF5Dataset, ::Type{HDF5.HDF5Compound})
Closest candidates are:
  read{T}(::IO, ::Type{T}, ::Int64, ::Int64...)
  read{T}(::IO, ::Type{T}, ::Integer, ::Integer...)
  read{T}(::Base.AsyncStream, ::Type{T}, ::Tuple{Vararg{Int64}})
  ...
 in dump at C:\Users\s2sajs\.julia\v0.4\HDF5\src\plain.jl:995
 in dump at C:\Users\s2sajs\.julia\v0.4\HDF5\src\plain.jl:1008 (repeats 2 times)

 in xdump at show.jl:762
 in dump at show.jl:882
 in anonymous at show.jl:888
 in with_output_limit at show.jl:1220
 in dump at show.jl:888

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