We derive a comparison theorem for solutions of the following stochastic partial differential equations in a Hilbert space H. $$Lu^i=alpha(u^i)M(t,; x)+eta^i(u^i),;for;i=1,;2,$$ $where;Lu^i=;frac{partial u^i}{partial t};-;Au^{i}$, A is a linear closed operator on Hand M(t, x) is a spatially homogeneous Gaussian noise with covariance of a certain form. We are going to show that if $eta^1leqeta^2;then;u^1{leq}u^2$ under some conditions.