In this article, we make a comparative study for a new approach compression between discrete cosine transform (DCT) and discrete wavelet transform (DWT). We seek the transform proper to vector quantization to compress the EMG signals. To do this, we initially associated vector quantization and DCT, then vector quantization and DWT. The coding phase is made by the SPIHT coding (set partitioning in hierarchical trees coding) associated with the arithmetic coding. The method is demonstrated and evaluated on actual EMG data. Objective performance evaluations metrics are presented: compression factor, percentage root mean square difference and signal to noise ratio. The results show that method based on the DWT is more efficient than the method based on the DCT.