Missing return value on Void method?

Check this. It asks to return Void with captital "V" not with simple void

final SwingWorker<Void, Void> worker = new SwingWorker<Void, Void>() {
    @Override
    protected Void doInBackground() throws Exception {
        // my code here
        return null;
    }
}

Void is not void, change it to void type if you don't want to return anything.

Void is a class, void is type.

/**
 * The {@code Void} class is an uninstantiable placeholder class to hold a
 * reference to the {@code Class} object representing the Java keyword
 * void.
 *
 * @author  unascribed
 * @since   JDK1.1
 */

If you want Void, then you need to add return statement at end.

Example:

protected Void doInBackground() throws Exception {
    // some code
    if (something) {
       return null;
    }
    return null;
}