The modulated sampling scheme can intercept noncooperative signals distributed in a wide frequency band by using a single receiving channel, which is an efficient architecture in many radar and communication applications. The modulated sampling scheme employs a non-uniform sample pulse train to fold the intercepted signal prior to quantization/digitization by using a local oscillator (LO) that contains a certain modulation type. Since the mono-pulse radar signals are widely used in many radar systems, the modulated sampling scheme will receive the multiple mono-pulse radar signals simultaneously in dense signal environment, and the folded outputs of the modulated sampling scheme may meet frequency aliasing. Thus, it is necessary to investigate the reconstruction of the multiple mono-pulse signals intercepted by the modulated sampling scheme in the frequency aliasing situation. In this paper, based on the orthogonal matching pursuit algorithm, the LO modulation type of the modulated sampling scheme is analyzed to achieve a better reconstruction performance of the multiple mono-pulse signals. The drawback of the typical LO using sinusoidal frequency modulation to reconstruct multiple mono-pulse signals is investigated firstly. Then, an improved LO using periodic linear frequency modulation is proposed, and its effectiveness to reconstruct multiple mono-pulse signals is analyzed. Furthermore, the parameter setting criterion of the improved LO modulation is given, and the comparison using other modulation types is discussed. Finally, several simulations are conducted to prove our analysis and the improved LO modulation can reconstruct multiple mono-pulse signals under the frequency aliasing condition.