Advanced brain-chip interfaces with numerous recording sites bear great potential for investigation of neuroprosthetic applications. The bottleneck towards achieving an efficient bio-electronic link is the real-time processing of neuronal signals, which imposes excessive requirements on bandwidth, energy and computation capacity. Here we present a unique concept where the intrinsic properties of memristive devices are exploited to compress information on neural spikes in real-time. We demonstrate that the inherent voltage thresholds of metal-oxide memristors can be used for discriminating recorded spiking events from background activity and without resorting to computationally heavy off-line processing. We prove that information on spike amplitude and frequency can be transduced and stored in single devices as non-volatile resistive state transitions. Finally, we show that a memristive device array allows for efficient data compression of signals recorded by a multi-electrode array, demonstrating the technology's potential for building scalable, yet energy-efficient on-node processors for brain-chip interfaces.