Frequency-modulated continuous-wave (FMCW) Lidar has the characteristics of high-ranging accuracy, noise immunity, and synchronous speed measurement, which is the candidate for the next generation of vehicle Lidar. In this work, an FMCW Lidar works at single-photon level is demonstrated based on quantum compressed sensing, and the target distance is recovered from the sparse photon detection, in which the detection sensitivity, bandwidth, and compression ratio are improved significantly. Our system can achieve 3 GHz bandwidth detection at photon count rates of a few thousand, making ultra-long distance FMCW Lidar possible.