If you mean a door compartment it's better to put the insulin on a shelf in the fridge. Opening and closing the door jostles the insulin more and can affect its structure and therefore how well it works.
I bought an "indoor/outdoor" type thermometer that gives me the max and min temps as well as the current temps of the area where I keep insulin. Gives me peace of mind to know that it isn't getting too cold or too warm. I found one on ebay for around $10 I think. I can look for the link if you are interested.