B737-800 ACCESS DOOR WAS NOT SECURED; AND ACFT FAILED TO PRESSURIZE AFTER TKOF. FLT RETURNED TO DEP ARPT.

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ON DEP; WE NOTICED THE PRESSURIZATION WAS NOT WORKING AS EXPECTED. A HIGH CLB RATE WAS OBSERVED ON THE VSI AND UPON FURTHER SCANNING; WE NOTICED THE EQUIP DOOR LIGHT ILLUMINATED. I ASKED TO LEVEL AT 7000 FT WHICH WAS OUR CLRNC AND ASKED FOR AN INITIAL HDG FOR A RETURN TO MIA. WE WERE GIVEN A WESTERLY HDG AND TO KEEP ATC INFORMED OF OUR NEEDS. WE RAN OUR QRH CHKLIST AND DETERMINED THE ACFT WAS NOT PRESSURIZING DUE TO THE EQUIP DOOR. I ASKED FOR A RETURN TO RWY 9 AND WE WERE GIVEN A DSCNT AND VECTORS TO THE RWY. AS WE APCHED RWY 9; THE CTLR SAID WE WERE OVERTAKING A LIGHT ACFT AND ASKED US IF WE COULD USE RWY 8R; SO WE SWITCHED OVER AND LANDED UNEVENTFULLY ON RWY 8R. I DID NOT DECLARE AN EMER BECAUSE I FELT WE HAD ANALYZED THE PROB PROPERLY AND WERE ABLE TO RETURN WITHOUT FURTHER PROBS AND WE WERE NOT OVERWT FOR LNDG. SUPPLEMENTAL INFO FROM ACN 771983: MAINT PERSONNEL ADVISED THAT THE E&E DOOR WAS OPENED AND WAS MOST LIKELY THE CAUSE OF THE ACFT NOT PRESSURIZING. THE PAX WERE DEPLANED; THE E&E DOOR SECURED AND A PRESSURIZATION CHK OF THE ACFT WAS CONDUCTED. WITH THE PRESSURIZATION CHK COMPLETE AND ALL DOORS SECURED; THE PAX WERE BOARDED AND THE TRIP CONTINUED WITHOUT INCIDENT. DURING WALKAROUND NO DOORS OR HATCHES WERE OPENED. ALL CHKLISTS WERE INITIATED AND ALL ITEMS COMPLETED.