The concept of Koszul differential graded (DG for short) algebra is introduced in [8].Let A be a Koszul DG algebra.If the Ext-algebra of A is finite-dimensional,i.e.,the trivial module A k is a compact object in the derived category of DG A-modules,then it is shown in [8] that A has many nice properties.However,if the Ext-algebra is infinitedimensional,little is known about A.As shown in [15] (see also Proposition 2.2),A k is not compact if H(A) is finite-dimensional.In this paper,it is proved that the Koszul duality theorem also holds when H(A) is finite-dimensional by using Foxby duality.A DG version of the BGG correspondence is deduced from the Koszul duality theorem.