Much attention has recently been paid to direction of arrival (DOA) estimation using compressed sensing (CS) techniques, which are sparse signal reconstruction methods. In our previous study, we developed a method for estimating the DOAs of multi-band signals that uses CS processing and that is based on the assumption that incident signals have the same complex amplitudes in all the bands. That method has a higher probability of correct estimation than a single-band DOA estimation method using CS. In this paper, we propose novel DOA estimation methods for multi-band signals with frequency characteristics using the Khatri-Rao product. First, we formulate a method that can estimate DOAs of multi-band signals whose phases alone have frequency dependence. Second, we extend the scheme in such a way that we can estimate DOAs of multi-band signals whose amplitudes and phases both depend on frequency. Finally, we evaluate the performance of the proposed methods through computer simulations and reveal the improvement in estimation performance.