Compressive sensing (CS) is a technique to sample a sparse signal below the Nyquist-Shannon limit, yet still enabling its reconstruction. As such, CS permits an extremely parsimonious way to store and transmit large and important classes of signals and images that would be far more data intensive should they be sampled following the prescription of the Nyquist-Shannon theorem. CS has found applications as diverse as seismology and biomedical imaging. In this work, we use actual optical signals generated from temporal intensity chaos from external-cavity semiconductor lasers (ECSL) to construct the sensing matrix that is employed to compress a sparse signal. The chaotic time series produced having their relevant dynamics on the 100 ps timescale, our results open the way to ultrahigh-speed compression of sparse signals.