Compressive Sensing (CS) is a digital signal processing developed theory that encloses the signal sampling and compression, based on the sparsity characteristics of signal. This can decrease sampling rate, so reduce computational complexity of the system without degrading the performance of the system. This paper describes the theoretical frame and a few key technical, then illustrates the application of compressed sensing theory to wide-band cognitive radio signals. Spectrum sensing is a critical issue in wide-band Cognitive Radio (CR) networks as it faces hard challenges such as high hardware cost, complexity, sampling rate and processing speed. Thus, this paper shows that Compressive Sensing could be exploited in wide-band Cognitive Radio networks to solve the spectrum sensing problems mentioned above.