This paper proposes a novel and computationally efficient method of compressive domain sub-band filtering. The technique utilizes the conjugate symmetry property of DFT matrix to achieve sub-band filtering of a wide-band multi-band input signal sensed by the Modulated Wide-band Converter (MWC) architecture. The proposed technique has flexibility of filtering single or multiple sub-bands of a wide-band input signal, which is sparse in frequency domain, without increase in additional computational cost. The filter bandwidth can also be controlled by increasing the number of channels in sensing architecture. The simulation result shown in this paper includes sub-band filtering of a frequency domain sparse multi-band input signal with or without noise. BER performance of a BPSK modulated signal after filtering and demodulation using the proposed technique is also presented to analyze the impact of sub-band filtering. © 2014 IEEE.