Survey observations of the three-dimensional locations of galaxies are a powerful approach to measure the distribution of matter in the universe, which can be used to learn about the nature of dark energy, physics of inflation, neutrino masses, etc. A competitive survey, however, requires a large volume (e.g., Vsurvey is roughly 10 Gpc3) to be covered, and thus tends to be expensive. A sparse sampling method offers a more affordable solution to this problem: within a survey footprint covering a given survey volume, Vsurvey, we observe only a fraction of the volume. The distribution of observed regions should be chosen such that their separation is smaller than the length scale corresponding to the wavenumber of interest. Then one can recover the power spectrum of galaxies with precision expected for a survey covering a volume of Vsurvey (rather than the volume of the sum of observed regions) with the number density of galaxies given by the total number of observed galaxies divided by Vsurvey (rather than the number density of galaxies within an observed region). We find that regularly-spaced sampling yields an unbiased power spectrum with no window function effect, and deviations from regularly-spaced sampling, which are unavoidable in realistic surveys, introduce calculable window function effects and increase the uncertainties of the recovered power spectrum. While we discuss the sparse sampling method within the context of the forthcoming Hobby-Eberly Telescope Dark Energy Experiment, the method is general and can be applied to other galaxy surveys.