ELECTRIC COMPARTMENT LIGHT NOT SEEN BY FLC ON 2 CHKLISTS. AFTER TKOF ACFT WOULDN'T PRESSURIZE DUE TO OPEN DOOR. FLC RETURNED AND LANDED TO HAVE DOOR CLOSED.

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THIS WAS THE FOURTH DAY OF MY FIRST TRIP AFTER IOE REQUALIFICATION ON THE DC9. AS I ALWAYS DO; I LOOKED AT THE DOOR WARNING LIGHTS BEFORE RPTING 'DOOR WARNING LIGHTS OUT' TO THE GND CREW ON PUSHBACK; AND WHEN RESPONDING TO THE FO'S CHALLENGES OF 'ANNUNCIATOR PANEL' DURING THE AFTER START AND BEFORE TKOF CHKLISTS. I NEVER SAW AN 'ELECTRIC COMPARTMENT DOOR' LIGHT ILLUMINATED. AFTER TKOF WE REALIZED IMMEDIATELY THAT THE ACFT WAS NOT PRESSURIZING; EVEN THOUGH THE AIR SUPPLY SWITCHES WERE ON AND THE OUTFLOW VALVE CLOSED. IT WAS THEN THAT THE FO NOTICED THE ELECTRIC COMPARTMENT DOOR LIGHT ON. WE TURNED DOWNWIND AND MADE A NORMAL LNDG JUST BELOW MAX GROSS WT. MAINT COULD NOT FIND ANY MALFUNCTION WITH THE LIGHT SWITCH; BUT WE DID NOTE THAT THIS PARTICULAR DOOR LIGHT WAS MUCH DIMMER THAN THE OTHER DOOR LIGHTS; EVEN IN THE 'BRIGHT' POS. IN THE MORNING LIGHT; AT THE ANGLE I WAS LOOKING; IT COULD EASILY BE MISSED. WE BOTH LEARNED FROM THIS THE IMPORTANCE OF TESTING THESE LIGHTS EVERY TIME WE RESPOND TO A CHKLIST ADDRESSING THEM. THIS SHOULD BECOME STANDARD PROC ON THESE OLD AIRPLANES WITH SUCH DISCREPANCIES IN WARNING LIGHT BRIGHTNESS.