A method for collecting a signal with a frequency lower than a Nyquist frequency includes, by a data transmitting end, selecting a suitable transformation base matrix for an input signal, deriving a sparse representation of the signal using the transformation base matrix to determine a sparsity of the signal, calculating a number M of compressive sampling operations according to the sparsity, sampling the signal with f.sub.NYQ/M using M channels, and integrating sampling values of each channel to obtain M measurement values. A reconstruction end reconstructs an original signal by solving optimization problems. Based on theory, compressive sampling can be performed on a sparse signal or a signal represented in a sparse manner with a frequency much lower than the Nyquist frequency, overcoming restrictions of the typical Nyquist sampling theorem. The method can be implemented simply and decrease pressure on data collection, storage, transmission and processing.