This paper delves into a novel compressed sensing (CS) strategy for estimating the directions of incoming signals in a coherent environment using a lens antenna array (LAA). In comparison to the well-known subspace-based algorithm family, CS techniques, such as the conventional orthogonal matching pursuit (COMP), can effectively address the direction-of-arrival (DoA) estimation problem requiring prior knowledge about the number of signals and offer lower complexity. However, they are susceptible to noise and can be adversely affected by multipath distortion. Leveraging the energy-concentrating property of an LAA, we first introduce the signal covariance matrix-based OMP (SCM-OMP) method that enhances the angular estimation performance, even in low-SNR regions. Subsequently, we propose the multiple sub-covariance matrices-based OMP (MSCM-OMP) to achieve a reduction in computational complexity. Simulation results demonstrate that the MSCM-OMP scheme also outperforms other high-resolution DoA estimation methods.