diff --git a/CHANGELOG.md b/CHANGELOG.md
index 610899d72..a5b0d09be 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -1,5 +1,5 @@
 ## master / unreleased
-
+ - [FEATURE] Provide option to compress WAL records using Snappy. [#609](https://github.com/prometheus/tsdb/pull/609)
 
 ## 0.8.0
  - [BUGFIX] Calling `Close` more than once on a querier returns an error instead of a panic.
diff --git a/checkpoint.go b/checkpoint.go
index d8dee28aa..eccfa62be 100644
--- a/checkpoint.go
+++ b/checkpoint.go
@@ -135,7 +135,7 @@ func Checkpoint(w *wal.WAL, from, to int, keep func(id uint64) bool, mint int64)
 	if err := os.MkdirAll(cpdirtmp, 0777); err != nil {
 		return nil, errors.Wrap(err, "create checkpoint dir")
 	}
-	cp, err := wal.New(nil, nil, cpdirtmp)
+	cp, err := wal.New(nil, nil, cpdirtmp, w.CompressionEnabled())
 	if err != nil {
 		return nil, errors.Wrap(err, "open checkpoint")
 	}
diff --git a/checkpoint_test.go b/checkpoint_test.go
index fe8ee4e93..0779894b0 100644
--- a/checkpoint_test.go
+++ b/checkpoint_test.go
@@ -86,108 +86,112 @@ func TestDeleteCheckpoints(t *testing.T) {
 }
 
 func TestCheckpoint(t *testing.T) {
-	dir, err := ioutil.TempDir("", "test_checkpoint")
-	testutil.Ok(t, err)
-	defer func() {
-		testutil.Ok(t, os.RemoveAll(dir))
-	}()
-
-	var enc RecordEncoder
-	// Create a dummy segment to bump the initial number.
-	seg, err := wal.CreateSegment(dir, 100)
-	testutil.Ok(t, err)
-	testutil.Ok(t, seg.Close())
-
-	// Manually create checkpoint for 99 and earlier.
-	w, err := wal.New(nil, nil, filepath.Join(dir, "checkpoint.0099"))
-	testutil.Ok(t, err)
-
-	// Add some data we expect to be around later.
-	err = w.Log(enc.Series([]RefSeries{
-		{Ref: 0, Labels: labels.FromStrings("a", "b", "c", "0")},
-		{Ref: 1, Labels: labels.FromStrings("a", "b", "c", "1")},
-	}, nil))
-	testutil.Ok(t, err)
-	testutil.Ok(t, w.Close())
-
-	// Start a WAL and write records to it as usual.
-	w, err = wal.NewSize(nil, nil, dir, 64*1024)
-	testutil.Ok(t, err)
-
-	var last int64
-	for i := 0; ; i++ {
-		_, n, err := w.Segments()
-		testutil.Ok(t, err)
-		if n >= 106 {
-			break
-		}
-		// Write some series initially.
-		if i == 0 {
-			b := enc.Series([]RefSeries{
-				{Ref: 2, Labels: labels.FromStrings("a", "b", "c", "2")},
-				{Ref: 3, Labels: labels.FromStrings("a", "b", "c", "3")},
-				{Ref: 4, Labels: labels.FromStrings("a", "b", "c", "4")},
-				{Ref: 5, Labels: labels.FromStrings("a", "b", "c", "5")},
-			}, nil)
-			testutil.Ok(t, w.Log(b))
-		}
-		// Write samples until the WAL has enough segments.
-		// Make them have drifting timestamps within a record to see that they
-		// get filtered properly.
-		b := enc.Samples([]RefSample{
-			{Ref: 0, T: last, V: float64(i)},
-			{Ref: 1, T: last + 10000, V: float64(i)},
-			{Ref: 2, T: last + 20000, V: float64(i)},
-			{Ref: 3, T: last + 30000, V: float64(i)},
-		}, nil)
-		testutil.Ok(t, w.Log(b))
-
-		last += 100
-	}
-	testutil.Ok(t, w.Close())
-
-	_, err = Checkpoint(w, 100, 106, func(x uint64) bool {
-		return x%2 == 0
-	}, last/2)
-	testutil.Ok(t, err)
-	testutil.Ok(t, w.Truncate(107))
-	testutil.Ok(t, DeleteCheckpoints(w.Dir(), 106))
-
-	// Only the new checkpoint should be left.
-	files, err := fileutil.ReadDir(dir)
-	testutil.Ok(t, err)
-	testutil.Equals(t, 1, len(files))
-	testutil.Equals(t, "checkpoint.000106", files[0])
-
-	sr, err := wal.NewSegmentsReader(filepath.Join(dir, "checkpoint.000106"))
-	testutil.Ok(t, err)
-	defer sr.Close()
-
-	var dec RecordDecoder
-	var series []RefSeries
-	r := wal.NewReader(sr)
-
-	for r.Next() {
-		rec := r.Record()
-
-		switch dec.Type(rec) {
-		case RecordSeries:
-			series, err = dec.Series(rec, series)
+	for _, compress := range []bool{false, true} {
+		t.Run(fmt.Sprintf("compress=%t", compress), func(t *testing.T) {
+			dir, err := ioutil.TempDir("", "test_checkpoint")
 			testutil.Ok(t, err)
-		case RecordSamples:
-			samples, err := dec.Samples(rec, nil)
+			defer func() {
+				testutil.Ok(t, os.RemoveAll(dir))
+			}()
+
+			var enc RecordEncoder
+			// Create a dummy segment to bump the initial number.
+			seg, err := wal.CreateSegment(dir, 100)
 			testutil.Ok(t, err)
-			for _, s := range samples {
-				testutil.Assert(t, s.T >= last/2, "sample with wrong timestamp")
+			testutil.Ok(t, seg.Close())
+
+			// Manually create checkpoint for 99 and earlier.
+			w, err := wal.New(nil, nil, filepath.Join(dir, "checkpoint.0099"), compress)
+			testutil.Ok(t, err)
+
+			// Add some data we expect to be around later.
+			err = w.Log(enc.Series([]RefSeries{
+				{Ref: 0, Labels: labels.FromStrings("a", "b", "c", "0")},
+				{Ref: 1, Labels: labels.FromStrings("a", "b", "c", "1")},
+			}, nil))
+			testutil.Ok(t, err)
+			testutil.Ok(t, w.Close())
+
+			// Start a WAL and write records to it as usual.
+			w, err = wal.NewSize(nil, nil, dir, 64*1024, compress)
+			testutil.Ok(t, err)
+
+			var last int64
+			for i := 0; ; i++ {
+				_, n, err := w.Segments()
+				testutil.Ok(t, err)
+				if n >= 106 {
+					break
+				}
+				// Write some series initially.
+				if i == 0 {
+					b := enc.Series([]RefSeries{
+						{Ref: 2, Labels: labels.FromStrings("a", "b", "c", "2")},
+						{Ref: 3, Labels: labels.FromStrings("a", "b", "c", "3")},
+						{Ref: 4, Labels: labels.FromStrings("a", "b", "c", "4")},
+						{Ref: 5, Labels: labels.FromStrings("a", "b", "c", "5")},
+					}, nil)
+					testutil.Ok(t, w.Log(b))
+				}
+				// Write samples until the WAL has enough segments.
+				// Make them have drifting timestamps within a record to see that they
+				// get filtered properly.
+				b := enc.Samples([]RefSample{
+					{Ref: 0, T: last, V: float64(i)},
+					{Ref: 1, T: last + 10000, V: float64(i)},
+					{Ref: 2, T: last + 20000, V: float64(i)},
+					{Ref: 3, T: last + 30000, V: float64(i)},
+				}, nil)
+				testutil.Ok(t, w.Log(b))
+
+				last += 100
 			}
-		}
+			testutil.Ok(t, w.Close())
+
+			_, err = Checkpoint(w, 100, 106, func(x uint64) bool {
+				return x%2 == 0
+			}, last/2)
+			testutil.Ok(t, err)
+			testutil.Ok(t, w.Truncate(107))
+			testutil.Ok(t, DeleteCheckpoints(w.Dir(), 106))
+
+			// Only the new checkpoint should be left.
+			files, err := fileutil.ReadDir(dir)
+			testutil.Ok(t, err)
+			testutil.Equals(t, 1, len(files))
+			testutil.Equals(t, "checkpoint.000106", files[0])
+
+			sr, err := wal.NewSegmentsReader(filepath.Join(dir, "checkpoint.000106"))
+			testutil.Ok(t, err)
+			defer sr.Close()
+
+			var dec RecordDecoder
+			var series []RefSeries
+			r := wal.NewReader(sr)
+
+			for r.Next() {
+				rec := r.Record()
+
+				switch dec.Type(rec) {
+				case RecordSeries:
+					series, err = dec.Series(rec, series)
+					testutil.Ok(t, err)
+				case RecordSamples:
+					samples, err := dec.Samples(rec, nil)
+					testutil.Ok(t, err)
+					for _, s := range samples {
+						testutil.Assert(t, s.T >= last/2, "sample with wrong timestamp")
+					}
+				}
+			}
+			testutil.Ok(t, r.Err())
+			testutil.Equals(t, []RefSeries{
+				{Ref: 0, Labels: labels.FromStrings("a", "b", "c", "0")},
+				{Ref: 2, Labels: labels.FromStrings("a", "b", "c", "2")},
+				{Ref: 4, Labels: labels.FromStrings("a", "b", "c", "4")},
+			}, series)
+		})
 	}
-	testutil.Ok(t, r.Err())
-	testutil.Equals(t, []RefSeries{
-		{Ref: 0, Labels: labels.FromStrings("a", "b", "c", "0")},
-		{Ref: 2, Labels: labels.FromStrings("a", "b", "c", "2")},
-		{Ref: 4, Labels: labels.FromStrings("a", "b", "c", "4")},
-	}, series)
 }
 
 func TestCheckpointNoTmpFolderAfterError(t *testing.T) {
@@ -197,7 +201,7 @@ func TestCheckpointNoTmpFolderAfterError(t *testing.T) {
 	defer func() {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
-	w, err := wal.NewSize(nil, nil, dir, 64*1024)
+	w, err := wal.NewSize(nil, nil, dir, 64*1024, false)
 	testutil.Ok(t, err)
 	testutil.Ok(t, w.Log([]byte{99}))
 	w.Close()
diff --git a/db.go b/db.go
index e80d3bd2d..127019b47 100644
--- a/db.go
+++ b/db.go
@@ -51,6 +51,7 @@ var DefaultOptions = &Options{
 	BlockRanges:            ExponentialBlockRanges(int64(2*time.Hour)/1e6, 3, 5),
 	NoLockfile:             false,
 	AllowOverlappingBlocks: false,
+	WALCompression:         false,
 }
 
 // Options of the DB storage.
@@ -80,6 +81,9 @@ type Options struct {
 	// Overlapping blocks are allowed if AllowOverlappingBlocks is true.
 	// This in-turn enables vertical compaction and vertical query merge.
 	AllowOverlappingBlocks bool
+
+	// WALCompression will turn on Snappy compression for records on the WAL.
+	WALCompression bool
 }
 
 // Appender allows appending a batch of data. It must be completed with a
@@ -306,7 +310,7 @@ func Open(dir string, l log.Logger, r prometheus.Registerer, opts *Options) (db
 		if opts.WALSegmentSize > 0 {
 			segmentSize = opts.WALSegmentSize
 		}
-		wlog, err = wal.NewSize(l, r, filepath.Join(dir, "wal"), segmentSize)
+		wlog, err = wal.NewSize(l, r, filepath.Join(dir, "wal"), segmentSize, opts.WALCompression)
 		if err != nil {
 			return nil, err
 		}
diff --git a/db_test.go b/db_test.go
index 6014a1d00..20dcf6306 100644
--- a/db_test.go
+++ b/db_test.go
@@ -1404,7 +1404,7 @@ func TestInitializeHeadTimestamp(t *testing.T) {
 		}()
 
 		testutil.Ok(t, os.MkdirAll(path.Join(dir, "wal"), 0777))
-		w, err := wal.New(nil, nil, path.Join(dir, "wal"))
+		w, err := wal.New(nil, nil, path.Join(dir, "wal"), false)
 		testutil.Ok(t, err)
 
 		var enc RecordEncoder
@@ -1454,7 +1454,7 @@ func TestInitializeHeadTimestamp(t *testing.T) {
 		createBlock(t, dir, genSeries(1, 1, 1000, 6000))
 
 		testutil.Ok(t, os.MkdirAll(path.Join(dir, "wal"), 0777))
-		w, err := wal.New(nil, nil, path.Join(dir, "wal"))
+		w, err := wal.New(nil, nil, path.Join(dir, "wal"), false)
 		testutil.Ok(t, err)
 
 		var enc RecordEncoder
diff --git a/go.mod b/go.mod
index 9e52983cb..ccdd43724 100644
--- a/go.mod
+++ b/go.mod
@@ -4,6 +4,7 @@ require (
 	github.com/cespare/xxhash v1.1.0
 	github.com/dgryski/go-sip13 v0.0.0-20181026042036-e10d5fee7954
 	github.com/go-kit/kit v0.8.0
+	github.com/golang/snappy v0.0.1
 	github.com/oklog/ulid v1.3.1
 	github.com/pkg/errors v0.8.0
 	github.com/prometheus/client_golang v1.0.0
diff --git a/go.sum b/go.sum
index da7773f9b..365fa5ecf 100644
--- a/go.sum
+++ b/go.sum
@@ -30,6 +30,8 @@ github.com/golang/protobuf v1.3.1/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5y
 github.com/json-iterator/go v1.1.6/go.mod h1:+SdeFBvtyEkXs7REEP0seUULqWtbJapLOCVDaaPEHmU=
 github.com/julienschmidt/httprouter v1.2.0/go.mod h1:SYymIcj16QtmaHHD7aYtjjsJG7VTCxuUUipMqKk8s4w=
 github.com/konsorten/go-windows-terminal-sequences v1.0.1/go.mod h1:T0+1ngSBFLxvqU3pZ+m/2kptfBszLMUkC4ZK/EgS/cQ=
+github.com/golang/snappy v0.0.1 h1:Qgr9rKW7uDUkrbSmQeiDsGa8SjGyCOGtuasMWwvp2P4=
+github.com/golang/snappy v0.0.1/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
 github.com/kr/logfmt v0.0.0-20140226030751-b84e30acd515 h1:T+h1c/A9Gawja4Y9mFVWj2vyii2bbUNDw3kt9VxK2EY=
 github.com/kr/logfmt v0.0.0-20140226030751-b84e30acd515/go.mod h1:+0opPa2QZZtGFBFZlji/RkVcI2GknAs/DXo4wKdlNEc=
 github.com/matttproud/golang_protobuf_extensions v1.0.1 h1:4hp9jkHxhMHkqkrB3Ix0jegS5sx/RkqARlsWZ6pIwiU=
diff --git a/head_test.go b/head_test.go
index b10294f73..55067eae3 100644
--- a/head_test.go
+++ b/head_test.go
@@ -14,6 +14,7 @@
 package tsdb
 
 import (
+	"fmt"
 	"io/ioutil"
 	"math"
 	"math/rand"
@@ -96,70 +97,73 @@ func readTestWAL(t testing.TB, dir string) (recs []interface{}) {
 }
 
 func TestHead_ReadWAL(t *testing.T) {
-	entries := []interface{}{
-		[]RefSeries{
-			{Ref: 10, Labels: labels.FromStrings("a", "1")},
-			{Ref: 11, Labels: labels.FromStrings("a", "2")},
-			{Ref: 100, Labels: labels.FromStrings("a", "3")},
-		},
-		[]RefSample{
-			{Ref: 0, T: 99, V: 1},
-			{Ref: 10, T: 100, V: 2},
-			{Ref: 100, T: 100, V: 3},
-		},
-		[]RefSeries{
-			{Ref: 50, Labels: labels.FromStrings("a", "4")},
-			// This series has two refs pointing to it.
-			{Ref: 101, Labels: labels.FromStrings("a", "3")},
-		},
-		[]RefSample{
-			{Ref: 10, T: 101, V: 5},
-			{Ref: 50, T: 101, V: 6},
-			{Ref: 101, T: 101, V: 7},
-		},
-		[]Stone{
-			{ref: 0, intervals: []Interval{{Mint: 99, Maxt: 101}}},
-		},
+	for _, compress := range []bool{false, true} {
+		t.Run(fmt.Sprintf("compress=%t", compress), func(t *testing.T) {
+			entries := []interface{}{
+				[]RefSeries{
+					{Ref: 10, Labels: labels.FromStrings("a", "1")},
+					{Ref: 11, Labels: labels.FromStrings("a", "2")},
+					{Ref: 100, Labels: labels.FromStrings("a", "3")},
+				},
+				[]RefSample{
+					{Ref: 0, T: 99, V: 1},
+					{Ref: 10, T: 100, V: 2},
+					{Ref: 100, T: 100, V: 3},
+				},
+				[]RefSeries{
+					{Ref: 50, Labels: labels.FromStrings("a", "4")},
+					// This series has two refs pointing to it.
+					{Ref: 101, Labels: labels.FromStrings("a", "3")},
+				},
+				[]RefSample{
+					{Ref: 10, T: 101, V: 5},
+					{Ref: 50, T: 101, V: 6},
+					{Ref: 101, T: 101, V: 7},
+				},
+				[]Stone{
+					{ref: 0, intervals: []Interval{{Mint: 99, Maxt: 101}}},
+				},
+			}
+			dir, err := ioutil.TempDir("", "test_read_wal")
+			testutil.Ok(t, err)
+			defer func() {
+				testutil.Ok(t, os.RemoveAll(dir))
+			}()
+
+			w, err := wal.New(nil, nil, dir, compress)
+			testutil.Ok(t, err)
+			defer w.Close()
+			populateTestWAL(t, w, entries)
+
+			head, err := NewHead(nil, nil, w, 1000)
+			testutil.Ok(t, err)
+
+			testutil.Ok(t, head.Init(math.MinInt64))
+			testutil.Equals(t, uint64(101), head.lastSeriesID)
+
+			s10 := head.series.getByID(10)
+			s11 := head.series.getByID(11)
+			s50 := head.series.getByID(50)
+			s100 := head.series.getByID(100)
+
+			testutil.Equals(t, labels.FromStrings("a", "1"), s10.lset)
+			testutil.Equals(t, (*memSeries)(nil), s11) // Series without samples should be garbage colected at head.Init().
+			testutil.Equals(t, labels.FromStrings("a", "4"), s50.lset)
+			testutil.Equals(t, labels.FromStrings("a", "3"), s100.lset)
+
+			expandChunk := func(c chunkenc.Iterator) (x []sample) {
+				for c.Next() {
+					t, v := c.At()
+					x = append(x, sample{t: t, v: v})
+				}
+				testutil.Ok(t, c.Err())
+				return x
+			}
+			testutil.Equals(t, []sample{{100, 2}, {101, 5}}, expandChunk(s10.iterator(0)))
+			testutil.Equals(t, []sample{{101, 6}}, expandChunk(s50.iterator(0)))
+			testutil.Equals(t, []sample{{100, 3}, {101, 7}}, expandChunk(s100.iterator(0)))
+		})
 	}
-	dir, err := ioutil.TempDir("", "test_read_wal")
-	testutil.Ok(t, err)
-	defer func() {
-		testutil.Ok(t, os.RemoveAll(dir))
-	}()
-
-	w, err := wal.New(nil, nil, dir)
-	testutil.Ok(t, err)
-	defer w.Close()
-	populateTestWAL(t, w, entries)
-
-	head, err := NewHead(nil, nil, w, 1000)
-	testutil.Ok(t, err)
-
-	testutil.Ok(t, head.Init(math.MinInt64))
-	testutil.Equals(t, uint64(101), head.lastSeriesID)
-
-	s10 := head.series.getByID(10)
-	s11 := head.series.getByID(11)
-	s50 := head.series.getByID(50)
-	s100 := head.series.getByID(100)
-
-	testutil.Equals(t, labels.FromStrings("a", "1"), s10.lset)
-	testutil.Equals(t, (*memSeries)(nil), s11) // Series without samples should be garbage colected at head.Init().
-	testutil.Equals(t, labels.FromStrings("a", "4"), s50.lset)
-	testutil.Equals(t, labels.FromStrings("a", "3"), s100.lset)
-
-	expandChunk := func(c chunkenc.Iterator) (x []sample) {
-		for c.Next() {
-			t, v := c.At()
-			x = append(x, sample{t: t, v: v})
-		}
-		testutil.Ok(t, c.Err())
-		return x
-	}
-
-	testutil.Equals(t, []sample{{100, 2}, {101, 5}}, expandChunk(s10.iterator(0)))
-	testutil.Equals(t, []sample{{101, 6}}, expandChunk(s50.iterator(0)))
-	testutil.Equals(t, []sample{{100, 3}, {101, 7}}, expandChunk(s100.iterator(0)))
 }
 
 func TestHead_WALMultiRef(t *testing.T) {
@@ -169,7 +173,7 @@ func TestHead_WALMultiRef(t *testing.T) {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
 
-	w, err := wal.New(nil, nil, dir)
+	w, err := wal.New(nil, nil, dir, false)
 	testutil.Ok(t, err)
 
 	head, err := NewHead(nil, nil, w, 1000)
@@ -193,7 +197,7 @@ func TestHead_WALMultiRef(t *testing.T) {
 	}
 	testutil.Ok(t, head.Close())
 
-	w, err = wal.New(nil, nil, dir)
+	w, err = wal.New(nil, nil, dir, false)
 	testutil.Ok(t, err)
 
 	head, err = NewHead(nil, nil, w, 1000)
@@ -319,36 +323,40 @@ func TestMemSeries_truncateChunks(t *testing.T) {
 }
 
 func TestHeadDeleteSeriesWithoutSamples(t *testing.T) {
-	entries := []interface{}{
-		[]RefSeries{
-			{Ref: 10, Labels: labels.FromStrings("a", "1")},
-		},
-		[]RefSample{},
-		[]RefSeries{
-			{Ref: 50, Labels: labels.FromStrings("a", "2")},
-		},
-		[]RefSample{
-			{Ref: 50, T: 80, V: 1},
-			{Ref: 50, T: 90, V: 1},
-		},
+	for _, compress := range []bool{false, true} {
+		t.Run(fmt.Sprintf("compress=%t", compress), func(t *testing.T) {
+			entries := []interface{}{
+				[]RefSeries{
+					{Ref: 10, Labels: labels.FromStrings("a", "1")},
+				},
+				[]RefSample{},
+				[]RefSeries{
+					{Ref: 50, Labels: labels.FromStrings("a", "2")},
+				},
+				[]RefSample{
+					{Ref: 50, T: 80, V: 1},
+					{Ref: 50, T: 90, V: 1},
+				},
+			}
+			dir, err := ioutil.TempDir("", "test_delete_series")
+			testutil.Ok(t, err)
+			defer func() {
+				testutil.Ok(t, os.RemoveAll(dir))
+			}()
+
+			w, err := wal.New(nil, nil, dir, compress)
+			testutil.Ok(t, err)
+			defer w.Close()
+			populateTestWAL(t, w, entries)
+
+			head, err := NewHead(nil, nil, w, 1000)
+			testutil.Ok(t, err)
+
+			testutil.Ok(t, head.Init(math.MinInt64))
+
+			testutil.Ok(t, head.Delete(0, 100, labels.NewEqualMatcher("a", "1")))
+		})
 	}
-	dir, err := ioutil.TempDir("", "test_delete_series")
-	testutil.Ok(t, err)
-	defer func() {
-		testutil.Ok(t, os.RemoveAll(dir))
-	}()
-
-	w, err := wal.New(nil, nil, dir)
-	testutil.Ok(t, err)
-	defer w.Close()
-	populateTestWAL(t, w, entries)
-
-	head, err := NewHead(nil, nil, w, 1000)
-	testutil.Ok(t, err)
-
-	testutil.Ok(t, head.Init(math.MinInt64))
-
-	testutil.Ok(t, head.Delete(0, 100, labels.NewEqualMatcher("a", "1")))
 }
 
 func TestHeadDeleteSimple(t *testing.T) {
@@ -388,129 +396,133 @@ func TestHeadDeleteSimple(t *testing.T) {
 		},
 	}
 
-Outer:
-	for _, c := range cases {
-		dir, err := ioutil.TempDir("", "test_wal_reload")
-		testutil.Ok(t, err)
-		defer func() {
-			testutil.Ok(t, os.RemoveAll(dir))
-		}()
-
-		w, err := wal.New(nil, nil, path.Join(dir, "wal"))
-		testutil.Ok(t, err)
-		defer w.Close()
-
-		head, err := NewHead(nil, nil, w, 1000)
-		testutil.Ok(t, err)
-		defer head.Close()
-
-		app := head.Appender()
-		for _, smpl := range smplsAll {
-			_, err = app.Add(labels.Labels{lblDefault}, smpl.t, smpl.v)
-			testutil.Ok(t, err)
-
-		}
-		testutil.Ok(t, app.Commit())
-
-		// Delete the ranges.
-		for _, r := range c.dranges {
-			testutil.Ok(t, head.Delete(r.Mint, r.Maxt, labels.NewEqualMatcher(lblDefault.Name, lblDefault.Value)))
-		}
-
-		// Compare the samples for both heads - before and after the reload.
-		reloadedW, err := wal.New(nil, nil, w.Dir()) // Use a new wal to ensure deleted samples are gone even after a reload.
-		testutil.Ok(t, err)
-		defer reloadedW.Close()
-		reloadedHead, err := NewHead(nil, nil, reloadedW, 1000)
-		testutil.Ok(t, err)
-		defer reloadedHead.Close()
-		testutil.Ok(t, reloadedHead.Init(0))
-		for _, h := range []*Head{head, reloadedHead} {
-			indexr, err := h.Index()
-			testutil.Ok(t, err)
-			// Use an emptyTombstoneReader explicitly to get all the samples.
-			css, err := LookupChunkSeries(indexr, emptyTombstoneReader, labels.NewEqualMatcher(lblDefault.Name, lblDefault.Value))
-			testutil.Ok(t, err)
-
-			// Getting the actual samples.
-			actSamples := make([]sample, 0)
-			for css.Next() {
-				lblsAct, chkMetas, intv := css.At()
-				testutil.Equals(t, labels.Labels{lblDefault}, lblsAct)
-				testutil.Equals(t, 0, len(intv))
-
-				chunkr, err := h.Chunks()
+	for _, compress := range []bool{false, true} {
+		t.Run(fmt.Sprintf("compress=%t", compress), func(t *testing.T) {
+		Outer:
+			for _, c := range cases {
+				dir, err := ioutil.TempDir("", "test_wal_reload")
 				testutil.Ok(t, err)
-				for _, meta := range chkMetas {
-					chk, err := chunkr.Chunk(meta.Ref)
+				defer func() {
+					testutil.Ok(t, os.RemoveAll(dir))
+				}()
+
+				w, err := wal.New(nil, nil, path.Join(dir, "wal"), compress)
+				testutil.Ok(t, err)
+				defer w.Close()
+
+				head, err := NewHead(nil, nil, w, 1000)
+				testutil.Ok(t, err)
+				defer head.Close()
+
+				app := head.Appender()
+				for _, smpl := range smplsAll {
+					_, err = app.Add(labels.Labels{lblDefault}, smpl.t, smpl.v)
 					testutil.Ok(t, err)
-					ii := chk.Iterator()
-					for ii.Next() {
-						t, v := ii.At()
-						actSamples = append(actSamples, sample{t: t, v: v})
+
+				}
+				testutil.Ok(t, app.Commit())
+
+				// Delete the ranges.
+				for _, r := range c.dranges {
+					testutil.Ok(t, head.Delete(r.Mint, r.Maxt, labels.NewEqualMatcher(lblDefault.Name, lblDefault.Value)))
+				}
+
+				// Compare the samples for both heads - before and after the reload.
+				reloadedW, err := wal.New(nil, nil, w.Dir(), compress) // Use a new wal to ensure deleted samples are gone even after a reload.
+				testutil.Ok(t, err)
+				defer reloadedW.Close()
+				reloadedHead, err := NewHead(nil, nil, reloadedW, 1000)
+				testutil.Ok(t, err)
+				defer reloadedHead.Close()
+				testutil.Ok(t, reloadedHead.Init(0))
+				for _, h := range []*Head{head, reloadedHead} {
+					indexr, err := h.Index()
+					testutil.Ok(t, err)
+					// Use an emptyTombstoneReader explicitly to get all the samples.
+					css, err := LookupChunkSeries(indexr, emptyTombstoneReader, labels.NewEqualMatcher(lblDefault.Name, lblDefault.Value))
+					testutil.Ok(t, err)
+
+					// Getting the actual samples.
+					actSamples := make([]sample, 0)
+					for css.Next() {
+						lblsAct, chkMetas, intv := css.At()
+						testutil.Equals(t, labels.Labels{lblDefault}, lblsAct)
+						testutil.Equals(t, 0, len(intv))
+
+						chunkr, err := h.Chunks()
+						testutil.Ok(t, err)
+						for _, meta := range chkMetas {
+							chk, err := chunkr.Chunk(meta.Ref)
+							testutil.Ok(t, err)
+							ii := chk.Iterator()
+							for ii.Next() {
+								t, v := ii.At()
+								actSamples = append(actSamples, sample{t: t, v: v})
+							}
+						}
+					}
+
+					testutil.Ok(t, css.Err())
+					testutil.Equals(t, c.smplsExp, actSamples)
+				}
+
+				// Compare the query results for both heads - before and after the reload.
+				expSeriesSet := newMockSeriesSet([]Series{
+					newSeries(map[string]string{lblDefault.Name: lblDefault.Value}, func() []tsdbutil.Sample {
+						ss := make([]tsdbutil.Sample, 0, len(c.smplsExp))
+						for _, s := range c.smplsExp {
+							ss = append(ss, s)
+						}
+						return ss
+					}(),
+					),
+				})
+				for _, h := range []*Head{head, reloadedHead} {
+					q, err := NewBlockQuerier(h, h.MinTime(), h.MaxTime())
+					testutil.Ok(t, err)
+					actSeriesSet, err := q.Select(labels.NewEqualMatcher(lblDefault.Name, lblDefault.Value))
+					testutil.Ok(t, err)
+
+					lns, err := q.LabelNames()
+					testutil.Ok(t, err)
+					lvs, err := q.LabelValues(lblDefault.Name)
+					testutil.Ok(t, err)
+					// When all samples are deleted we expect that no labels should exist either.
+					if len(c.smplsExp) == 0 {
+						testutil.Equals(t, 0, len(lns))
+						testutil.Equals(t, 0, len(lvs))
+						testutil.Assert(t, actSeriesSet.Next() == false, "")
+						testutil.Ok(t, h.Close())
+						continue
+					} else {
+						testutil.Equals(t, 1, len(lns))
+						testutil.Equals(t, 1, len(lvs))
+						testutil.Equals(t, lblDefault.Name, lns[0])
+						testutil.Equals(t, lblDefault.Value, lvs[0])
+					}
+
+					for {
+						eok, rok := expSeriesSet.Next(), actSeriesSet.Next()
+						testutil.Equals(t, eok, rok)
+
+						if !eok {
+							testutil.Ok(t, h.Close())
+							continue Outer
+						}
+						expSeries := expSeriesSet.At()
+						actSeries := actSeriesSet.At()
+
+						testutil.Equals(t, expSeries.Labels(), actSeries.Labels())
+
+						smplExp, errExp := expandSeriesIterator(expSeries.Iterator())
+						smplRes, errRes := expandSeriesIterator(actSeries.Iterator())
+
+						testutil.Equals(t, errExp, errRes)
+						testutil.Equals(t, smplExp, smplRes)
 					}
 				}
 			}
-
-			testutil.Ok(t, css.Err())
-			testutil.Equals(t, c.smplsExp, actSamples)
-		}
-
-		// Compare the query results for both heads - before and after the reload.
-		expSeriesSet := newMockSeriesSet([]Series{
-			newSeries(map[string]string{lblDefault.Name: lblDefault.Value}, func() []tsdbutil.Sample {
-				ss := make([]tsdbutil.Sample, 0, len(c.smplsExp))
-				for _, s := range c.smplsExp {
-					ss = append(ss, s)
-				}
-				return ss
-			}(),
-			),
 		})
-		for _, h := range []*Head{head, reloadedHead} {
-			q, err := NewBlockQuerier(h, h.MinTime(), h.MaxTime())
-			testutil.Ok(t, err)
-			actSeriesSet, err := q.Select(labels.NewEqualMatcher(lblDefault.Name, lblDefault.Value))
-			testutil.Ok(t, err)
-
-			lns, err := q.LabelNames()
-			testutil.Ok(t, err)
-			lvs, err := q.LabelValues(lblDefault.Name)
-			testutil.Ok(t, err)
-			// When all samples are deleted we expect that no labels should exist either.
-			if len(c.smplsExp) == 0 {
-				testutil.Equals(t, 0, len(lns))
-				testutil.Equals(t, 0, len(lvs))
-				testutil.Assert(t, actSeriesSet.Next() == false, "")
-				testutil.Ok(t, h.Close())
-				continue
-			} else {
-				testutil.Equals(t, 1, len(lns))
-				testutil.Equals(t, 1, len(lvs))
-				testutil.Equals(t, lblDefault.Name, lns[0])
-				testutil.Equals(t, lblDefault.Value, lvs[0])
-			}
-
-			for {
-				eok, rok := expSeriesSet.Next(), actSeriesSet.Next()
-				testutil.Equals(t, eok, rok)
-
-				if !eok {
-					testutil.Ok(t, h.Close())
-					continue Outer
-				}
-				expSeries := expSeriesSet.At()
-				actSeries := actSeriesSet.At()
-
-				testutil.Equals(t, expSeries.Labels(), actSeries.Labels())
-
-				smplExp, errExp := expandSeriesIterator(expSeries.Iterator())
-				smplRes, errRes := expandSeriesIterator(actSeries.Iterator())
-
-				testutil.Equals(t, errExp, errRes)
-				testutil.Equals(t, smplExp, smplRes)
-			}
-		}
 	}
 }
 
@@ -559,7 +571,7 @@ func TestDeletedSamplesAndSeriesStillInWALAfterCheckpoint(t *testing.T) {
 	defer func() {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
-	wlog, err := wal.NewSize(nil, nil, dir, 32768)
+	wlog, err := wal.NewSize(nil, nil, dir, 32768, false)
 	testutil.Ok(t, err)
 
 	// Enough samples to cause a checkpoint.
@@ -1019,30 +1031,34 @@ func TestRemoveSeriesAfterRollbackAndTruncate(t *testing.T) {
 }
 
 func TestHead_LogRollback(t *testing.T) {
-	dir, err := ioutil.TempDir("", "wal_rollback")
-	testutil.Ok(t, err)
-	defer func() {
-		testutil.Ok(t, os.RemoveAll(dir))
-	}()
+	for _, compress := range []bool{false, true} {
+		t.Run(fmt.Sprintf("compress=%t", compress), func(t *testing.T) {
+			dir, err := ioutil.TempDir("", "wal_rollback")
+			testutil.Ok(t, err)
+			defer func() {
+				testutil.Ok(t, os.RemoveAll(dir))
+			}()
 
-	w, err := wal.New(nil, nil, dir)
-	testutil.Ok(t, err)
-	defer w.Close()
-	h, err := NewHead(nil, nil, w, 1000)
-	testutil.Ok(t, err)
+			w, err := wal.New(nil, nil, dir, compress)
+			testutil.Ok(t, err)
+			defer w.Close()
+			h, err := NewHead(nil, nil, w, 1000)
+			testutil.Ok(t, err)
 
-	app := h.Appender()
-	_, err = app.Add(labels.FromStrings("a", "b"), 1, 2)
-	testutil.Ok(t, err)
+			app := h.Appender()
+			_, err = app.Add(labels.FromStrings("a", "b"), 1, 2)
+			testutil.Ok(t, err)
 
-	testutil.Ok(t, app.Rollback())
-	recs := readTestWAL(t, w.Dir())
+			testutil.Ok(t, app.Rollback())
+			recs := readTestWAL(t, w.Dir())
 
-	testutil.Equals(t, 1, len(recs))
+			testutil.Equals(t, 1, len(recs))
 
-	series, ok := recs[0].([]RefSeries)
-	testutil.Assert(t, ok, "expected series record but got %+v", recs[0])
-	testutil.Equals(t, []RefSeries{{Ref: 1, Labels: labels.FromStrings("a", "b")}}, series)
+			series, ok := recs[0].([]RefSeries)
+			testutil.Assert(t, ok, "expected series record but got %+v", recs[0])
+			testutil.Equals(t, []RefSeries{{Ref: 1, Labels: labels.FromStrings("a", "b")}}, series)
+		})
+	}
 }
 
 // TestWalRepair_DecodingError ensures that a repair is run for an error
@@ -1057,8 +1073,11 @@ func TestWalRepair_DecodingError(t *testing.T) {
 	}{
 		"invalid_record": {
 			func(rec []byte) []byte {
-				rec[0] = byte(RecordInvalid)
-				return rec
+				// Do not modify the base record because it is Logged multiple times.
+				res := make([]byte, len(rec))
+				copy(res, rec)
+				res[0] = byte(RecordInvalid)
+				return res
 			},
 			enc.Series([]RefSeries{{Ref: 1, Labels: labels.FromStrings("a", "b")}}, []byte{}),
 			9,
@@ -1089,65 +1108,66 @@ func TestWalRepair_DecodingError(t *testing.T) {
 			5,
 		},
 	} {
-		t.Run(name, func(t *testing.T) {
-			dir, err := ioutil.TempDir("", "wal_repair")
-			testutil.Ok(t, err)
-			defer func() {
-				testutil.Ok(t, os.RemoveAll(dir))
-			}()
-
-			// Fill the wal and corrupt it.
-			{
-				w, err := wal.New(nil, nil, filepath.Join(dir, "wal"))
-				testutil.Ok(t, err)
-
-				for i := 1; i <= test.totalRecs; i++ {
-					// At this point insert a corrupted record.
-					if i-1 == test.expRecs {
-						testutil.Ok(t, w.Log(test.corrFunc(test.rec)))
-						continue
-					}
-					testutil.Ok(t, w.Log(test.rec))
-				}
-
-				h, err := NewHead(nil, nil, w, 1)
-				testutil.Ok(t, err)
-				testutil.Equals(t, 0.0, prom_testutil.ToFloat64(h.metrics.walCorruptionsTotal))
-				initErr := h.Init(math.MinInt64)
-
-				err = errors.Cause(initErr) // So that we can pick up errors even if wrapped.
-				_, corrErr := err.(*wal.CorruptionErr)
-				testutil.Assert(t, corrErr, "reading the wal didn't return corruption error")
-				testutil.Ok(t, w.Close())
-			}
-
-			// Open the db to trigger a repair.
-			{
-				db, err := Open(dir, nil, nil, DefaultOptions)
+		for _, compress := range []bool{false, true} {
+			t.Run(fmt.Sprintf("%s,compress=%t", name, compress), func(t *testing.T) {
+				dir, err := ioutil.TempDir("", "wal_repair")
 				testutil.Ok(t, err)
 				defer func() {
-					testutil.Ok(t, db.Close())
+					testutil.Ok(t, os.RemoveAll(dir))
 				}()
-				testutil.Equals(t, 1.0, prom_testutil.ToFloat64(db.head.metrics.walCorruptionsTotal))
-			}
 
-			// Read the wal content after the repair.
-			{
-				sr, err := wal.NewSegmentsReader(filepath.Join(dir, "wal"))
-				testutil.Ok(t, err)
-				defer sr.Close()
-				r := wal.NewReader(sr)
+				// Fill the wal and corrupt it.
+				{
+					w, err := wal.New(nil, nil, filepath.Join(dir, "wal"), compress)
+					testutil.Ok(t, err)
 
-				var actRec int
-				for r.Next() {
-					actRec++
+					for i := 1; i <= test.totalRecs; i++ {
+						// At this point insert a corrupted record.
+						if i-1 == test.expRecs {
+							testutil.Ok(t, w.Log(test.corrFunc(test.rec)))
+							continue
+						}
+						testutil.Ok(t, w.Log(test.rec))
+					}
+
+					h, err := NewHead(nil, nil, w, 1)
+					testutil.Ok(t, err)
+					testutil.Equals(t, 0.0, prom_testutil.ToFloat64(h.metrics.walCorruptionsTotal))
+					initErr := h.Init(math.MinInt64)
+
+					err = errors.Cause(initErr) // So that we can pick up errors even if wrapped.
+					_, corrErr := err.(*wal.CorruptionErr)
+					testutil.Assert(t, corrErr, "reading the wal didn't return corruption error")
+					testutil.Ok(t, w.Close())
 				}
-				testutil.Ok(t, r.Err())
-				testutil.Equals(t, test.expRecs, actRec, "Wrong number of intact records")
-			}
-		})
-	}
 
+				// Open the db to trigger a repair.
+				{
+					db, err := Open(dir, nil, nil, DefaultOptions)
+					testutil.Ok(t, err)
+					defer func() {
+						testutil.Ok(t, db.Close())
+					}()
+					testutil.Equals(t, 1.0, prom_testutil.ToFloat64(db.head.metrics.walCorruptionsTotal))
+				}
+
+				// Read the wal content after the repair.
+				{
+					sr, err := wal.NewSegmentsReader(filepath.Join(dir, "wal"))
+					testutil.Ok(t, err)
+					defer sr.Close()
+					r := wal.NewReader(sr)
+
+					var actRec int
+					for r.Next() {
+						actRec++
+					}
+					testutil.Ok(t, r.Err())
+					testutil.Equals(t, test.expRecs, actRec, "Wrong number of intact records")
+				}
+			})
+		}
+	}
 }
 
 func TestNewWalSegmentOnTruncate(t *testing.T) {
@@ -1156,7 +1176,7 @@ func TestNewWalSegmentOnTruncate(t *testing.T) {
 	defer func() {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
-	wlog, err := wal.NewSize(nil, nil, dir, 32768)
+	wlog, err := wal.NewSize(nil, nil, dir, 32768, false)
 	testutil.Ok(t, err)
 
 	h, err := NewHead(nil, nil, wlog, 1000)
diff --git a/testutil/directory.go b/testutil/directory.go
index d3c9c926f..e74b342b0 100644
--- a/testutil/directory.go
+++ b/testutil/directory.go
@@ -16,6 +16,7 @@ package testutil
 import (
 	"io/ioutil"
 	"os"
+	"path/filepath"
 )
 
 const (
@@ -127,3 +128,18 @@ func NewTemporaryDirectory(name string, t T) (handler TemporaryDirectory) {
 
 	return
 }
+
+// DirSize returns the size in bytes of all files in a directory.
+func DirSize(path string) (int64, error) {
+	var size int64
+	err := filepath.Walk(path, func(_ string, info os.FileInfo, err error) error {
+		if err != nil {
+			return err
+		}
+		if !info.IsDir() {
+			size += info.Size()
+		}
+		return nil
+	})
+	return size, err
+}
diff --git a/wal.go b/wal.go
index 81e1e2531..49f55fe40 100644
--- a/wal.go
+++ b/wal.go
@@ -1246,7 +1246,7 @@ func MigrateWAL(logger log.Logger, dir string) (err error) {
 	if err := os.RemoveAll(tmpdir); err != nil {
 		return errors.Wrap(err, "cleanup replacement dir")
 	}
-	repl, err := wal.New(logger, nil, tmpdir)
+	repl, err := wal.New(logger, nil, tmpdir, false)
 	if err != nil {
 		return errors.Wrap(err, "open new WAL")
 	}
diff --git a/wal/live_reader.go b/wal/live_reader.go
index b62845fae..fb0485230 100644
--- a/wal/live_reader.go
+++ b/wal/live_reader.go
@@ -22,6 +22,7 @@ import (
 
 	"github.com/go-kit/kit/log"
 	"github.com/go-kit/kit/log/level"
+	"github.com/golang/snappy"
 	"github.com/pkg/errors"
 	"github.com/prometheus/client_golang/prometheus"
 )
@@ -57,6 +58,7 @@ type LiveReader struct {
 	rdr        io.Reader
 	err        error
 	rec        []byte
+	snappyBuf  []byte
 	hdr        [recordHeaderSize]byte
 	buf        [pageSize]byte
 	readIndex  int   // Index in buf to start at for next read.
@@ -171,11 +173,18 @@ func (r *LiveReader) buildRecord() (bool, error) {
 			return false, nil
 		}
 
-		rt := recType(r.hdr[0])
+		rt := recTypeFromHeader(r.hdr[0])
 		if rt == recFirst || rt == recFull {
 			r.rec = r.rec[:0]
+			r.snappyBuf = r.snappyBuf[:0]
+		}
+
+		compressed := r.hdr[0]&snappyMask != 0
+		if compressed {
+			r.snappyBuf = append(r.snappyBuf, temp...)
+		} else {
+			r.rec = append(r.rec, temp...)
 		}
-		r.rec = append(r.rec, temp...)
 
 		if err := validateRecord(rt, r.index); err != nil {
 			r.index = 0
@@ -183,6 +192,16 @@ func (r *LiveReader) buildRecord() (bool, error) {
 		}
 		if rt == recLast || rt == recFull {
 			r.index = 0
+			if compressed && len(r.snappyBuf) > 0 {
+				// The snappy library uses `len` to calculate if we need a new buffer.
+				// In order to allocate as few buffers as possible make the length
+				// equal to the capacity.
+				r.rec = r.rec[:cap(r.rec)]
+				r.rec, err = snappy.Decode(r.rec, r.snappyBuf)
+				if err != nil {
+					return false, err
+				}
+			}
 			return true, nil
 		}
 		// Only increment i for non-zero records since we use it
diff --git a/wal/reader.go b/wal/reader.go
index 297463b00..7612f8775 100644
--- a/wal/reader.go
+++ b/wal/reader.go
@@ -19,6 +19,7 @@ import (
 	"hash/crc32"
 	"io"
 
+	"github.com/golang/snappy"
 	"github.com/pkg/errors"
 )
 
@@ -27,6 +28,7 @@ type Reader struct {
 	rdr       io.Reader
 	err       error
 	rec       []byte
+	snappyBuf []byte
 	buf       [pageSize]byte
 	total     int64   // Total bytes processed.
 	curRecTyp recType // Used for checking that the last record is not torn.
@@ -45,7 +47,7 @@ func (r *Reader) Next() bool {
 		// The last WAL segment record shouldn't be torn(should be full or last).
 		// The last record would be torn after a crash just before
 		// the last record part could be persisted to disk.
-		if recType(r.curRecTyp) == recFirst || recType(r.curRecTyp) == recMiddle {
+		if r.curRecTyp == recFirst || r.curRecTyp == recMiddle {
 			r.err = errors.New("last record is torn")
 		}
 		return false
@@ -61,6 +63,7 @@ func (r *Reader) next() (err error) {
 	buf := r.buf[recordHeaderSize:]
 
 	r.rec = r.rec[:0]
+	r.snappyBuf = r.snappyBuf[:0]
 
 	i := 0
 	for {
@@ -68,7 +71,8 @@ func (r *Reader) next() (err error) {
 			return errors.Wrap(err, "read first header byte")
 		}
 		r.total++
-		r.curRecTyp = recType(hdr[0])
+		r.curRecTyp = recTypeFromHeader(hdr[0])
+		compressed := hdr[0]&snappyMask != 0
 
 		// Gobble up zero bytes.
 		if r.curRecTyp == recPageTerm {
@@ -123,12 +127,25 @@ func (r *Reader) next() (err error) {
 		if c := crc32.Checksum(buf[:length], castagnoliTable); c != crc {
 			return errors.Errorf("unexpected checksum %x, expected %x", c, crc)
 		}
-		r.rec = append(r.rec, buf[:length]...)
+
+		if compressed {
+			r.snappyBuf = append(r.snappyBuf, buf[:length]...)
+		} else {
+			r.rec = append(r.rec, buf[:length]...)
+		}
 
 		if err := validateRecord(r.curRecTyp, i); err != nil {
 			return err
 		}
 		if r.curRecTyp == recLast || r.curRecTyp == recFull {
+			if compressed && len(r.snappyBuf) > 0 {
+				// The snappy library uses `len` to calculate if we need a new buffer.
+				// In order to allocate as few buffers as possible make the length
+				// equal to the capacity.
+				r.rec = r.rec[:cap(r.rec)]
+				r.rec, err = snappy.Decode(r.rec, r.snappyBuf)
+				return err
+			}
 			return nil
 		}
 
diff --git a/wal/reader_test.go b/wal/reader_test.go
index 1a21d7bdb..1e15cae84 100644
--- a/wal/reader_test.go
+++ b/wal/reader_test.go
@@ -310,118 +310,124 @@ func allSegments(dir string) (io.ReadCloser, error) {
 
 func TestReaderFuzz(t *testing.T) {
 	for name, fn := range readerConstructors {
-		t.Run(name, func(t *testing.T) {
+		for _, compress := range []bool{false, true} {
+			t.Run(fmt.Sprintf("%s,compress=%t", name, compress), func(t *testing.T) {
+				dir, err := ioutil.TempDir("", "wal_fuzz_live")
+				testutil.Ok(t, err)
+				defer func() {
+					testutil.Ok(t, os.RemoveAll(dir))
+				}()
+
+				w, err := NewSize(nil, nil, dir, 128*pageSize, compress)
+				testutil.Ok(t, err)
+
+				// Buffering required as we're not reading concurrently.
+				input := make(chan []byte, fuzzLen)
+				err = generateRandomEntries(w, input)
+				testutil.Ok(t, err)
+				close(input)
+
+				err = w.Close()
+				testutil.Ok(t, err)
+
+				sr, err := allSegments(w.Dir())
+				testutil.Ok(t, err)
+				defer sr.Close()
+
+				reader := fn(sr)
+				for expected := range input {
+					testutil.Assert(t, reader.Next(), "expected record: %v", reader.Err())
+					testutil.Equals(t, expected, reader.Record(), "read wrong record")
+				}
+				testutil.Assert(t, !reader.Next(), "unexpected record")
+			})
+		}
+	}
+}
+
+func TestReaderFuzz_Live(t *testing.T) {
+	logger := testutil.NewLogger(t)
+	for _, compress := range []bool{false, true} {
+		t.Run(fmt.Sprintf("compress=%t", compress), func(t *testing.T) {
 			dir, err := ioutil.TempDir("", "wal_fuzz_live")
 			testutil.Ok(t, err)
 			defer func() {
 				testutil.Ok(t, os.RemoveAll(dir))
 			}()
 
-			w, err := NewSize(nil, nil, dir, 128*pageSize)
+			w, err := NewSize(nil, nil, dir, 128*pageSize, compress)
+			testutil.Ok(t, err)
+			defer w.Close()
+
+			// In the background, generate a stream of random records and write them
+			// to the WAL.
+			input := make(chan []byte, fuzzLen/10) // buffering required as we sometimes batch WAL writes.
+			done := make(chan struct{})
+			go func() {
+				err := generateRandomEntries(w, input)
+				testutil.Ok(t, err)
+				time.Sleep(100 * time.Millisecond)
+				close(done)
+			}()
+
+			// Tail the WAL and compare the results.
+			m, _, err := w.Segments()
 			testutil.Ok(t, err)
 
-			// Buffering required as we're not reading concurrently.
-			input := make(chan []byte, fuzzLen)
-			err = generateRandomEntries(w, input)
-			testutil.Ok(t, err)
-			close(input)
-
-			err = w.Close()
-			testutil.Ok(t, err)
-
-			sr, err := allSegments(w.Dir())
-			testutil.Ok(t, err)
-			defer sr.Close()
-
-			reader := fn(sr)
-			for expected := range input {
-				testutil.Assert(t, reader.Next(), "expected record: %v", reader.Err())
-				testutil.Equals(t, expected, reader.Record(), "read wrong record")
-			}
-			testutil.Assert(t, !reader.Next(), "unexpected record")
-		})
-	}
-}
-
-func TestReaderFuzz_Live(t *testing.T) {
-	logger := testutil.NewLogger(t)
-	dir, err := ioutil.TempDir("", "wal_fuzz_live")
-	testutil.Ok(t, err)
-	defer func() {
-		testutil.Ok(t, os.RemoveAll(dir))
-	}()
-
-	w, err := NewSize(nil, nil, dir, 128*pageSize)
-	testutil.Ok(t, err)
-	defer w.Close()
-
-	// In the background, generate a stream of random records and write them
-	// to the WAL.
-	input := make(chan []byte, fuzzLen/10) // buffering required as we sometimes batch WAL writes.
-	done := make(chan struct{})
-	go func() {
-		err := generateRandomEntries(w, input)
-		testutil.Ok(t, err)
-		time.Sleep(100 * time.Millisecond)
-		close(done)
-	}()
-
-	// Tail the WAL and compare the results.
-	m, _, err := w.Segments()
-	testutil.Ok(t, err)
-
-	seg, err := OpenReadSegment(SegmentName(dir, m))
-	testutil.Ok(t, err)
-	defer seg.Close()
-
-	r := NewLiveReader(logger, nil, seg)
-	segmentTicker := time.NewTicker(100 * time.Millisecond)
-	readTicker := time.NewTicker(10 * time.Millisecond)
-
-	readSegment := func(r *LiveReader) bool {
-		for r.Next() {
-			rec := r.Record()
-			expected, ok := <-input
-			testutil.Assert(t, ok, "unexpected record")
-			testutil.Equals(t, expected, rec, "record does not match expected")
-		}
-		testutil.Assert(t, r.Err() == io.EOF, "expected EOF, got: %v", r.Err())
-		return true
-	}
-
-outer:
-	for {
-		select {
-		case <-segmentTicker.C:
-			// check if new segments exist
-			_, last, err := w.Segments()
-			testutil.Ok(t, err)
-			if last <= seg.i {
-				continue
-			}
-
-			// read to end of segment.
-			readSegment(r)
-
-			fi, err := os.Stat(SegmentName(dir, seg.i))
-			testutil.Ok(t, err)
-			testutil.Assert(t, r.Offset() == fi.Size(), "expected to have read whole segment, but read %d of %d", r.Offset(), fi.Size())
-
-			seg, err = OpenReadSegment(SegmentName(dir, seg.i+1))
+			seg, err := OpenReadSegment(SegmentName(dir, m))
 			testutil.Ok(t, err)
 			defer seg.Close()
-			r = NewLiveReader(logger, nil, seg)
 
-		case <-readTicker.C:
-			readSegment(r)
+			r := NewLiveReader(logger, nil, seg)
+			segmentTicker := time.NewTicker(100 * time.Millisecond)
+			readTicker := time.NewTicker(10 * time.Millisecond)
 
-		case <-done:
-			readSegment(r)
-			break outer
-		}
+			readSegment := func(r *LiveReader) bool {
+				for r.Next() {
+					rec := r.Record()
+					expected, ok := <-input
+					testutil.Assert(t, ok, "unexpected record")
+					testutil.Equals(t, expected, rec, "record does not match expected")
+				}
+				testutil.Assert(t, r.Err() == io.EOF, "expected EOF, got: %v", r.Err())
+				return true
+			}
+
+		outer:
+			for {
+				select {
+				case <-segmentTicker.C:
+					// check if new segments exist
+					_, last, err := w.Segments()
+					testutil.Ok(t, err)
+					if last <= seg.i {
+						continue
+					}
+
+					// read to end of segment.
+					readSegment(r)
+
+					fi, err := os.Stat(SegmentName(dir, seg.i))
+					testutil.Ok(t, err)
+					testutil.Assert(t, r.Offset() == fi.Size(), "expected to have read whole segment, but read %d of %d", r.Offset(), fi.Size())
+
+					seg, err = OpenReadSegment(SegmentName(dir, seg.i+1))
+					testutil.Ok(t, err)
+					defer seg.Close()
+					r = NewLiveReader(logger, nil, seg)
+
+				case <-readTicker.C:
+					readSegment(r)
+
+				case <-done:
+					readSegment(r)
+					break outer
+				}
+			}
+
+			testutil.Assert(t, r.Err() == io.EOF, "expected EOF")
+		})
 	}
-
-	testutil.Assert(t, r.Err() == io.EOF, "expected EOF")
 }
 
 func TestLiveReaderCorrupt_ShortFile(t *testing.T) {
@@ -434,7 +440,7 @@ func TestLiveReaderCorrupt_ShortFile(t *testing.T) {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
 
-	w, err := NewSize(nil, nil, dir, pageSize)
+	w, err := NewSize(nil, nil, dir, pageSize, false)
 	testutil.Ok(t, err)
 
 	rec := make([]byte, pageSize-recordHeaderSize)
@@ -478,7 +484,7 @@ func TestLiveReaderCorrupt_RecordTooLongAndShort(t *testing.T) {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
 
-	w, err := NewSize(nil, nil, dir, pageSize*2)
+	w, err := NewSize(nil, nil, dir, pageSize*2, false)
 	testutil.Ok(t, err)
 
 	rec := make([]byte, pageSize-recordHeaderSize)
@@ -525,7 +531,7 @@ func TestReaderData(t *testing.T) {
 
 	for name, fn := range readerConstructors {
 		t.Run(name, func(t *testing.T) {
-			w, err := New(nil, nil, dir)
+			w, err := New(nil, nil, dir, true)
 			testutil.Ok(t, err)
 
 			sr, err := allSegments(dir)
diff --git a/wal/wal.go b/wal/wal.go
index e9ad327ef..39daba975 100644
--- a/wal/wal.go
+++ b/wal/wal.go
@@ -29,6 +29,7 @@ import (
 
 	"github.com/go-kit/kit/log"
 	"github.com/go-kit/kit/log/level"
+	"github.com/golang/snappy"
 	"github.com/pkg/errors"
 	"github.com/prometheus/client_golang/prometheus"
 	"github.com/prometheus/tsdb/fileutil"
@@ -165,6 +166,8 @@ type WAL struct {
 	stopc       chan chan struct{}
 	actorc      chan func()
 	closed      bool // To allow calling Close() more than once without blocking.
+	compress    bool
+	snappyBuf   []byte
 
 	fsyncDuration   prometheus.Summary
 	pageFlushes     prometheus.Counter
@@ -175,13 +178,13 @@ type WAL struct {
 }
 
 // New returns a new WAL over the given directory.
-func New(logger log.Logger, reg prometheus.Registerer, dir string) (*WAL, error) {
-	return NewSize(logger, reg, dir, DefaultSegmentSize)
+func New(logger log.Logger, reg prometheus.Registerer, dir string, compress bool) (*WAL, error) {
+	return NewSize(logger, reg, dir, DefaultSegmentSize, compress)
 }
 
 // NewSize returns a new WAL over the given directory.
 // New segments are created with the specified size.
-func NewSize(logger log.Logger, reg prometheus.Registerer, dir string, segmentSize int) (*WAL, error) {
+func NewSize(logger log.Logger, reg prometheus.Registerer, dir string, segmentSize int, compress bool) (*WAL, error) {
 	if segmentSize%pageSize != 0 {
 		return nil, errors.New("invalid segment size")
 	}
@@ -198,6 +201,7 @@ func NewSize(logger log.Logger, reg prometheus.Registerer, dir string, segmentSi
 		page:        &page{},
 		actorc:      make(chan func(), 100),
 		stopc:       make(chan chan struct{}),
+		compress:    compress,
 	}
 	w.fsyncDuration = prometheus.NewSummary(prometheus.SummaryOpts{
 		Name:       "prometheus_tsdb_wal_fsync_duration_seconds",
@@ -253,6 +257,11 @@ func NewSize(logger log.Logger, reg prometheus.Registerer, dir string, segmentSi
 	return w, nil
 }
 
+// CompressionEnabled returns if compression is enabled on this WAL.
+func (w *WAL) CompressionEnabled() bool {
+	return w.compress
+}
+
 // Dir returns the directory of the WAL.
 func (w *WAL) Dir() string {
 	return w.dir
@@ -476,6 +485,14 @@ func (w *WAL) flushPage(clear bool) error {
 	return nil
 }
 
+// First Byte of header format:
+// [ 4 bits unallocated] [1 bit snappy compression flag] [ 3 bit record type ]
+
+const (
+	snappyMask  = 1 << 3
+	recTypeMask = snappyMask - 1
+)
+
 type recType uint8
 
 const (
@@ -486,6 +503,10 @@ const (
 	recLast     recType = 4 // Final fragment of a record.
 )
 
+func recTypeFromHeader(header byte) recType {
+	return recType(header & recTypeMask)
+}
+
 func (t recType) String() string {
 	switch t {
 	case recPageTerm:
@@ -546,6 +567,19 @@ func (w *WAL) log(rec []byte, final bool) error {
 		}
 	}
 
+	compressed := false
+	if w.compress && len(rec) > 0 {
+		// The snappy library uses `len` to calculate if we need a new buffer.
+		// In order to allocate as few buffers as possible make the length
+		// equal to the capacity.
+		w.snappyBuf = w.snappyBuf[:cap(w.snappyBuf)]
+		w.snappyBuf = snappy.Encode(w.snappyBuf, rec)
+		if len(w.snappyBuf) < len(rec) {
+			rec = w.snappyBuf
+			compressed = true
+		}
+	}
+
 	// Populate as many pages as necessary to fit the record.
 	// Be careful to always do one pass to ensure we write zero-length records.
 	for i := 0; i == 0 || len(rec) > 0; i++ {
@@ -569,6 +603,9 @@ func (w *WAL) log(rec []byte, final bool) error {
 		default:
 			typ = recMiddle
 		}
+		if compressed {
+			typ |= snappyMask
+		}
 
 		buf[0] = byte(typ)
 		crc := crc32.Checksum(part, castagnoliTable)
diff --git a/wal/wal_test.go b/wal/wal_test.go
index 50761e07a..d2a6ccc25 100644
--- a/wal/wal_test.go
+++ b/wal/wal_test.go
@@ -120,7 +120,7 @@ func TestWALRepair_ReadingError(t *testing.T) {
 			// then corrupt a given record in a given segment.
 			// As a result we want a repaired WAL with given intact records.
 			segSize := 3 * pageSize
-			w, err := NewSize(nil, nil, dir, segSize)
+			w, err := NewSize(nil, nil, dir, segSize, false)
 			testutil.Ok(t, err)
 
 			var records [][]byte
@@ -145,7 +145,7 @@ func TestWALRepair_ReadingError(t *testing.T) {
 
 			testutil.Ok(t, f.Close())
 
-			w, err = NewSize(nil, nil, dir, segSize)
+			w, err = NewSize(nil, nil, dir, segSize, false)
 			testutil.Ok(t, err)
 			defer w.Close()
 
@@ -223,7 +223,7 @@ func TestCorruptAndCarryOn(t *testing.T) {
 	// Produce a WAL with a two segments of 3 pages with 3 records each,
 	// so when we truncate the file we're guaranteed to split a record.
 	{
-		w, err := NewSize(logger, nil, dir, segmentSize)
+		w, err := NewSize(logger, nil, dir, segmentSize, false)
 		testutil.Ok(t, err)
 
 		for i := 0; i < 18; i++ {
@@ -294,7 +294,7 @@ func TestCorruptAndCarryOn(t *testing.T) {
 		err = sr.Close()
 		testutil.Ok(t, err)
 
-		w, err := NewSize(logger, nil, dir, segmentSize)
+		w, err := NewSize(logger, nil, dir, segmentSize, false)
 		testutil.Ok(t, err)
 
 		err = w.Repair(corruptionErr)
@@ -341,7 +341,7 @@ func TestClose(t *testing.T) {
 	defer func() {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
-	w, err := NewSize(nil, nil, dir, pageSize)
+	w, err := NewSize(nil, nil, dir, pageSize, false)
 	testutil.Ok(t, err)
 	testutil.Ok(t, w.Close())
 	testutil.NotOk(t, w.Close())
@@ -358,7 +358,7 @@ func TestSegmentMetric(t *testing.T) {
 	defer func() {
 		testutil.Ok(t, os.RemoveAll(dir))
 	}()
-	w, err := NewSize(nil, nil, dir, segmentSize)
+	w, err := NewSize(nil, nil, dir, segmentSize, false)
 	testutil.Ok(t, err)
 
 	initialSegment := client_testutil.ToFloat64(w.currentSegment)
@@ -376,56 +376,104 @@ func TestSegmentMetric(t *testing.T) {
 	testutil.Ok(t, w.Close())
 }
 
-func BenchmarkWAL_LogBatched(b *testing.B) {
-	dir, err := ioutil.TempDir("", "bench_logbatch")
-	testutil.Ok(b, err)
+func TestCompression(t *testing.T) {
+	boostrap := func(compressed bool) string {
+		const (
+			segmentSize = pageSize
+			recordSize  = (pageSize / 2) - recordHeaderSize
+			records     = 100
+		)
+
+		dirPath, err := ioutil.TempDir("", fmt.Sprintf("TestCompression_%t", compressed))
+		testutil.Ok(t, err)
+
+		w, err := NewSize(nil, nil, dirPath, segmentSize, compressed)
+		testutil.Ok(t, err)
+
+		buf := make([]byte, recordSize)
+		for i := 0; i < records; i++ {
+			testutil.Ok(t, w.Log(buf))
+		}
+		testutil.Ok(t, w.Close())
+
+		return dirPath
+	}
+
+	dirCompressed := boostrap(true)
 	defer func() {
-		testutil.Ok(b, os.RemoveAll(dir))
+		testutil.Ok(t, os.RemoveAll(dirCompressed))
+	}()
+	dirUnCompressed := boostrap(false)
+	defer func() {
+		testutil.Ok(t, os.RemoveAll(dirUnCompressed))
 	}()
 
-	w, err := New(nil, nil, "testdir")
-	testutil.Ok(b, err)
-	defer w.Close()
+	uncompressedSize, err := testutil.DirSize(dirUnCompressed)
+	testutil.Ok(t, err)
+	compressedSize, err := testutil.DirSize(dirCompressed)
+	testutil.Ok(t, err)
 
-	var buf [2048]byte
-	var recs [][]byte
-	b.SetBytes(2048)
+	testutil.Assert(t, float64(uncompressedSize)*0.75 > float64(compressedSize), "Compressing zeroes should save at least 25%% space - uncompressedSize: %d, compressedSize: %d", uncompressedSize, compressedSize)
+}
 
-	for i := 0; i < b.N; i++ {
-		recs = append(recs, buf[:])
-		if len(recs) < 1000 {
-			continue
-		}
-		err := w.Log(recs...)
-		testutil.Ok(b, err)
-		recs = recs[:0]
+func BenchmarkWAL_LogBatched(b *testing.B) {
+	for _, compress := range []bool{true, false} {
+		b.Run(fmt.Sprintf("compress=%t", compress), func(b *testing.B) {
+			dir, err := ioutil.TempDir("", "bench_logbatch")
+			testutil.Ok(b, err)
+			defer func() {
+				testutil.Ok(b, os.RemoveAll(dir))
+			}()
+
+			w, err := New(nil, nil, dir, compress)
+			testutil.Ok(b, err)
+			defer w.Close()
+
+			var buf [2048]byte
+			var recs [][]byte
+			b.SetBytes(2048)
+
+			for i := 0; i < b.N; i++ {
+				recs = append(recs, buf[:])
+				if len(recs) < 1000 {
+					continue
+				}
+				err := w.Log(recs...)
+				testutil.Ok(b, err)
+				recs = recs[:0]
+			}
+			// Stop timer to not count fsync time on close.
+			// If it's counted batched vs. single benchmarks are very similar but
+			// do not show burst throughput well.
+			b.StopTimer()
+		})
 	}
-	// Stop timer to not count fsync time on close.
-	// If it's counted batched vs. single benchmarks are very similar but
-	// do not show burst throughput well.
-	b.StopTimer()
 }
 
 func BenchmarkWAL_Log(b *testing.B) {
-	dir, err := ioutil.TempDir("", "bench_logsingle")
-	testutil.Ok(b, err)
-	defer func() {
-		testutil.Ok(b, os.RemoveAll(dir))
-	}()
+	for _, compress := range []bool{true, false} {
+		b.Run(fmt.Sprintf("compress=%t", compress), func(b *testing.B) {
+			dir, err := ioutil.TempDir("", "bench_logsingle")
+			testutil.Ok(b, err)
+			defer func() {
+				testutil.Ok(b, os.RemoveAll(dir))
+			}()
 
-	w, err := New(nil, nil, "testdir")
-	testutil.Ok(b, err)
-	defer w.Close()
+			w, err := New(nil, nil, dir, compress)
+			testutil.Ok(b, err)
+			defer w.Close()
 
-	var buf [2048]byte
-	b.SetBytes(2048)
+			var buf [2048]byte
+			b.SetBytes(2048)
 
-	for i := 0; i < b.N; i++ {
-		err := w.Log(buf[:])
-		testutil.Ok(b, err)
+			for i := 0; i < b.N; i++ {
+				err := w.Log(buf[:])
+				testutil.Ok(b, err)
+			}
+			// Stop timer to not count fsync time on close.
+			// If it's counted batched vs. single benchmarks are very similar but
+			// do not show burst throughput well.
+			b.StopTimer()
+		})
 	}
-	// Stop timer to not count fsync time on close.
-	// If it's counted batched vs. single benchmarks are very similar but
-	// do not show burst throughput well.
-	b.StopTimer()
 }
diff --git a/wal_test.go b/wal_test.go
index 7f07a63b9..0fed5b415 100644
--- a/wal_test.go
+++ b/wal_test.go
@@ -459,7 +459,7 @@ func TestMigrateWAL_Empty(t *testing.T) {
 	wdir := path.Join(dir, "wal")
 
 	// Initialize empty WAL.
-	w, err := wal.New(nil, nil, wdir)
+	w, err := wal.New(nil, nil, wdir, false)
 	testutil.Ok(t, err)
 	testutil.Ok(t, w.Close())
 
@@ -506,7 +506,7 @@ func TestMigrateWAL_Fuzz(t *testing.T) {
 	// Perform migration.
 	testutil.Ok(t, MigrateWAL(nil, wdir))
 
-	w, err := wal.New(nil, nil, wdir)
+	w, err := wal.New(nil, nil, wdir, false)
 	testutil.Ok(t, err)
 
 	// We can properly write some new data after migration.