In this paper, we consider the recovery of piecewise sparse signals from incomplete noisy measurements via a greedy algorithm. Here piecewise sparse means that the signal can be approximated in certain domain with known number of nonzero entries in each piece/segment. This paper makes a two-fold contribution to this problem: 1) formulating a piecewise sparse model in the framework of compressed sensing and providing the theoretical analysis of corresponding sensing matrices; 2) developing a greedy algorithm called piecewise orthogonal matching pursuit (POMP) for the recovery of piecewise sparse signals. Experimental simulations verify the effectiveness of the proposed algorithms.