This work reveals an experimental microscopy acquisition scheme successfully combining Compressed Sensing (CS) and digital holography in off-axis and frequency-shifting conditions. CS is a recent data acquisition theory involving signal reconstruction from randomly undersampled measurements, exploiting the fact that most images present some compact structure and redundancy. We propose a genuine CS-based imaging scheme for sparse gradient images, acquiring a diffraction map of the optical field with holographic microscopy and recovering the signal from as little as 7% of random measurements. We report experimental results demonstrating how CS can lead to an elegant and effective way to reconstruct images, opening the door for new microscopy applications.