In this paper, compressive sensing strategies for interception of Frequency-Hopping Spread Spectrum (FHSS) signals are introduced. Rapid switching of the carrier among many frequency channels using a pseudorandom sequence (unknown to the eavesdropper) makes FHSS signals difficult to intercept. The conventional approach to intercept FHSS signals necessitates capturing of all frequency channels and, thus, requires the Analog-to-Digital Converters (ADCs) to sample at very high rates. Using the fact that the FHSS signals have sparse instantaneous spectra, we propose compressive sensing strategies for their interception. The proposed techniques are validated using Gaussian Frequency-Shift Keying (GFSK) modulated FHSS signals as defined by the Bluetooth specification.