We propose a novel method called compressed sensing with linear-in-wavenumber sampling (k-linear CS) to retrieve an image for spectral-domain optical coherence tomography (SD-OCT). An array of points that is evenly spaced in wavenumber domain is sampled from an original interferogram by a preset k-linear mask. Then the compressed sensing based on l1 norm minimization is applied on these points to reconstruct an A-scan data. To get an OCT image, this method uses less than 20% of the total data as required in the typical process and gets rid of the spectral calibration with numerical interpolation in traditional CS-OCT. Therefore k-linear CS is favorable for high speed imaging. It is demonstrated that the k-linear CS has the same axial resolution performance with ~30 dB higher signal-to-noise ratio (SNR) as compared with the numerical interpolation. Imaging of bio-tissue by SD-OCT with k-linear CS is also demonstrated.