The Shannon sampling principle requires substantial amounts of data to ensure the accuracy of on-line monitoring of roller bearing fault signals. Challenges are often encountered as a result of the cumbersome data monitoring, thus a novel method focused on compressed vibration signals for detecting roller bearing faults is developed in this study. Considering that harmonics often represent the fault characteristic frequencies in vibration signals, a compressive sensing frame of characteristic harmonics is proposed to detect bearing faults. A compressed vibration signal is first acquired from a sensing matrix with information preserved through a well-designed sampling strategy. A reconstruction process of the under-sampled vibration signal is then pursued as attempts are conducted to detect the characteristic harmonics from sparse measurements through a compressive matching pursuit strategy. In the proposed method bearing fault features depend on the existence of characteristic harmonics, as typically detected directly from compressed data far before reconstruction completion. The process of sampling and detection may then be performed simultaneously without complete recovery of the under-sampled signals. The effectiveness of the proposed method is validated by simulations and experiments.