This might be because you are sending with a “@gmail.com” address through Mailchimp.
Gmail’s SPF records (for “gmail.com”) have a “soft fail” for everything thats not their own servers:
v=spf1 include:_netblocks.google.com include:_netblocks2.google.com include:_netblocks3.google.com ~all
I assume gets taken into account for their spam system, and is why this notice pops up.
My suggested fix would be to use Google Apps for your email, and then configure your SPF and DKIM records as Mailchimp suggests (i.e. including their mail servers).
As an Example, our SPF record at Product Hunt is:
v=spf1 include:spf.mtasv.net include:servers.mcsv.net include:_spf.google.com ~all
(mtasv.net are Mailchimp’s servers)