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We applied a method of compressed sensing to the observation of quasi-particle interference (QPI) by scanning tunneling microscopy/spectroscopy to improve efficiency and save measurement time. To solve an ill-posed problem owing to the scarcity of data, the compressed sensing utilizes the sparseness of QPI patterns in momentum space. We examined the performance of a sparsity-inducing algorithm called least absolute shrinkage and selection operator (LASSO), and demonstrated that LASSO enables us to recover a double-circle QPI pattern of the Ag(111) surface from a dataset whose size is less than that necessary for the conventional Fourier transformation method. In addition, the smallest number of data required for the recovery is discussed on the basis of cross validation.